There's a button at the side that is the volume on or off button, and the red light is on meaning the volume is off.
Trouble is: I press the button and it doesn't turn on!!
Is there a way to manually turn the volume on, like there is for windows?
Did it come with Windows originally? If it did then some hardware buttons may not be supported in Ubuntu because there are no drivers for it (or you haven't installed them). There should be a volume adjuster in the toolbar in the top right hand corner. The icon should look like a speaker or something similar. Click on that to adjust. If it isn't there you might have to fiddle with one of the preferences in the settings menus.
It doesn't look like a speaker, just like a blob of white, that's why I didn't notice it before. -_-'