Does this headset work on PC?

Yes, users have successfully used this headset on their PC. You can google the question as well.

http://community.us.playstation.com/t5/PlayStation-Peripherals-Support/Using-the-gold-wireless-headset-for-the-pc/td-p/42942125

Here are some steps for you to get it working as well as enhance it.

1- Plug in the USB device to your computer
2- Right click your Volume menu from your Task Bar (Little area in the bottom right of your screen)
3- Select Playback Devices
4- Locate the Playback device labled Speakers (Wireless Stereo Headset) This should be on the bottom of the list.
5- Click Speakers (Wireless Stereo Headest) to highlight it
6- Click Set Default

Now your Gold Headset should be recieving the sound.
If you ever need to go back to your speakers just follow the same steps but instead select your previous speaker and select Set Default again

There are a few extra steps you can take to enjoy the headset a little better.
From Playback device

First go through steps 1-5 again to have your speakers highlighted in the Playback Devices menu
1- Right click the headset for a drop down menu
2- Select Configure Speakers
3- Select Stereo in the first option then click next
4- Select Full range speakers (Front and left) then click next
5- Click Finish

You also should do this
1- Right click the headset for a drop down menu
2- Select Properties
(Optional) - Rename the headset from "Speakers" to "Playstation Gold Headset" so it is easier to spot in your Playback Devices
3- Select Enhancements Tab
4- Check Bass Mode
5- Check Virtual Surround
5- Click apply then OK

You should be all set after that. You will control the volume of your headset through the buttons on the headset itself.
Hopefully this helps you out.