I connected my laptop to my monitor today and now I want to know how to hear the sound on the monitor?

Listen because my monitor has speakers how can I now set that you can hear the sound on the monitor and not on the laptop

Which connector was the monitor connected to? HDMI?

Vga

You still need a jack cable. For such questions you can also search here

Then you need such a cable:

Take a look at the box on your monitor. There's definitely one in it.