This is not a supported feature, so we cannot help you if it doesn't work.

Sound is bi-directional. A mic plugged in the jack connector can send audio to the server.

However it won't work with a usb device. 

 You will need to make sure that on the server Windows Audio is enabled:

- run services.msc

- look for Windows Audio, right click on it and select Properties.

- Check that it will start on startup.