Hi @rakesh2017 ,

If the phone is displaying the headphone icon regardless of whether the headphones are in or not you may have a faulty headphone socket.

If it doesn't clear by inserting / removing the headphone plug a few times then most probably it will have to be replaced.

Here is a link to the ifixit repair guide for the phone's headphone socket.

Here is a link to just one supplier of the socket. It is not a recommendation to use them, it is shown just to give an idea of the cost of the part. There are other suppliers that may suit you better. Just search online for Nokia Lumia 521 audio socket part.

Hopefully this is of some help.