Re:
Hello,
Do you have the creative software and drivers installed? If so you should have an audio console and EAX console. From there, EAX settings can be applied including reverb.
Check to see if you have it installed by looking for a silver icon with a blue speaker in the taskbar tray. Alternatively look for 'Creative' in the start menu, or go to x:\Program Files\Creative\ where x: is your Windows partition.