monsieur patate,
Hearing your guitar in the same moment you hear backing tracks is handled by your audio interface. This feature is called direct monitoring.
+++ HERE +++ the feature is explained by Focusrite.
An audio interface with direct monitoring will have a headphone jack and internal mixer. The mixer blends the computer audio and your (guitar) audio together then sends the blended sound to the headphone jack. At the same time the mixer sends your (guitar) audio to the computer so it can be recorded.
Many audio interfaces have the direct audio feature.
+++ HERE +++ is an inexpensive ($39US) USB microphone with the feature. More expensive audio interfaces sometime include a rotary knob or fader to control the blended mix to the headphone jack.