You just install VoiceMeeter Banana and restart,
set Biab to ASIO Voicemeeter Virtual ASIO
set DAW to ASIO Voicemeeter AUX Virtual ASIO
set VoiceMeeter Hardware Output to your onboard sound card or external audio device.

To get the windows sound at the same time install VB-CABLE Virtual Audio Device,
right click on your speaker icon in the system tray > Playback devices,
set VB-CABLE Virtual Audio Device as default,
set VoiceMeeter Hardware input 1 to VB-CABLE Virtual Audio Device.