Routing audio in Windows is surprisingly hard. It’s not supported natively at all, and while you can record audio output with tools like Audacity, there’s no way to send that output as an input to another application. There’s only one piece of software that does it well—Virtual Audio Cable.

Source: https://www.howtogeek.com/364369/how-to-record-your-pc%E2%80%99s-audio-with-virtual-audio-cable/