The bar never moves
The microphone is muted in Windows, or the wrong device is selected above. Open Settings → System → Sound → Input and check the volume slider and the mute button on the device itself.
Press start, say something, and watch the bar move. Everything happens on your device - no audio is uploaded, recorded to a server, or stored anywhere.
Waiting for sound...
Use headphones before you turn on "Hear myself" - speakers will feed back.
Your recording - if you can hear yourself clearly here, everyone else can too.
The microphone is muted in Windows, or the wrong device is selected above. Open Settings → System → Sound → Input and check the volume slider and the mute button on the device itself.
Aim for the bar to sit in the green band while you speak normally. If it never gets there, raise the input level in Windows, move the microphone closer, and turn off any "automatic gain" in your meeting app.
You are clipping - the sound is distorted even though it is loud. Lower the input level until speaking normally stays below the red zone.
HotMute is a small Windows app: one hotkey mutes your microphone in every app at once - Zoom, Teams, Meet, Discord, OBS - and an on-air badge sits on your screen so you always know which way round you are.
A laptop array microphone sitting 60 cm from your mouth will always sound thin. Almost any dedicated microphone or a wired headset is a bigger upgrade than any software setting.