How can I compress audio?

Sorry about being an idiot at this type of stuff, but I've noticed on my new computer (Windows 10) that the loudest parts of music CD's that I play on it are way too loud, but the softest parts are way too faint or quiet.  It surely wasn't like this on my old (previous) computer.

So are there any options on my new computer that will compress the dynamic range (again, sorry about being an idiot, but I'm not sure what I'm talking about when it comes to computers, audio,  and music) so that the loudest parts are reduced in volume but the softest parts are made louder?

Please help...thank you very much!