Sometimes you get a new headset and it just doesn't sound right. This is because the Equalisation curve isn't set properly, or it might be tailored to voice calls. For instance, Plantronics headsets are good for voice, but are terrible for listening to music. You can fix this by setting the Equalisation to emphasize certain frequencies and suppress other frequencies.
The standard for Windows Equalisation is to use Equalizer APO.
For the EQ curves, you can use AutoEQ to find the headphones EQ curve.
If you're curve is not available in AutoEQ, you can consider figuring it out yourself. But it's not that easy to do using the graphic EQ interface as there are so many sliders, and it doesn't really offer an easy Parametric Equalizer which can quickly dial in the curve you need by ear.
In Equalizer APO you can actually add VST plugins that support full parametric EQ. There is a free high performance parametric EQ from Reaper called ReaEQ. Just download the x64 package and install it (taking note of the installation folder), then add the VST to Equalizer APO by clicking the "+" button. You can add as many extra bands and it supports mouse operations including moving the frequency and gain by dragging, and using the scroll wheel to change the Q parameter. It's just like using a digital mixer EQ that is the standard EQ interface these days.
Using ReaEQ it is fairly easy to dial in the parametric EQ.
Then to transpose this into the standard Equalizer APO settings, just add a graphical EQ using the "variable" setting as below (this is the EQ curve needed to correct a Plantronics Blackwire 3320 for instance):
GraphicEQ: 18.5 1.9; 24.3 1.9; 29.7 2.4; 38 1.4; 48.6 1.9; 61.4 1.9; 77 1.7; 92.3 1.9; 106.5 2.9; 150.2 2.2; 198.6 2.4; 250.8 1.2; 315 0; 400 0; 500 0; 645.6 -4.7; 819.6 -9.3; 1018.5 -4.6; 1270 -7.1; 1625.1 -9.9; 2039.4 -5.6; 2510 -6.4; 3089.2 -10.1; 3970.8 -12.3; 5005.2 -6.3; 6300 0; 8009.7 3.3; 9997 5.5; 12238 3.3; 14519 0; 17851 -0.1