Unable to record from walkman-PC using Audacity 2.2.2

Hi - I am using a SHARP walkman cassette recorder to convert cassette to mp3. I use an AUX cable to connect from Walkman to my HP Laptop Headphone jack. I use audacity 2.2.2. Howver when recording it shows a straight line ie its not recording anything. My settings are as follows:
Audio Host - MME
Recording Device - Microtek Realtek High Definition
Recording Channel - 2 Stereo
Playback device - Speaker/ Headphone

Please help. My dad has a bunch of cassettes that he wants me to convert

Headphones are output devices (sound comes out of the computer to play through your headphones.
Does you laptop have a “line in” or “mic in” socket?