Are you using the correct input on your sound card? If using an integrated sound card, you will usually have Line Out (speakers), Line In and Mic In. (Delving into signal theory a bit, because it is relevant: the industry reference level is 0.775 Volts, aka 0 dBV; Professional Line level is ~1.25 V or +4 dBm; Consumer Line Level is about 0.316 Volts or -10 dBV; Mic level is usually ~40 dB quieter than pro level (this can vary though), between -40 to -56 dBm.) If you're using the wrong input you will likely hear nothing (or a remarkably quiet sound, even if you shout at the mic from 2cm away).
(dBU = deciBels Unloaded; dBV = deciBel volts; dBm = deciBel milliwatts)
Another consideration is your microphone - unfortunately, it's not great. Hama themselves rate it as "90Hz – 10kHz
(frequency response), impedance of 600 Ohm and sensitivity of -76dB". By contrast, a Shure SM58 Beta goes from 50Hz to 20kHz and generally has a far higher build quality and sensitivity which results in a higher dynamic range in your recordings before you reach the noise floor).
I also wonder if (if you're using the wrong input) you may also be encountering an impedance mismatch - the Hama mic is rated at 600 Ohm impedance; your sound card's mic input will be rated at anything between 600 Ohm - 1 kohm and (hopefully) be balanced; the Line In is typically unbalanced and has an impedance of ~10 kohm (can be anything up to 1 Megaohm). If you plug a Low-Z (low impedance) device like a dynamic mic into the Line In socket (which expects a High-Z source) your resulting audio levels will be barely above the noise floor because most of the mismatched impedance signal is 'bounced' back by the audio circuitry - this is what may be happening.
Failing that, you may have a physical fault with the connector on the mic, have you tried another mic? I would highly recommend you shop around for a better mic, that Hama has probably outlived its usefulness already (and given its relatively poor tech spec, as they say in audio hardware - Garbage In, Garbage Out... you can only do so much to a low quality signal once it's 'inside the box').
Hope I haven't mystified too much with my answer, I had to revise some of what I was writing to make sure I still remembered correctly from my degree!