Step 4: Still in the Sound window, switch to the Recording Tab. Now, right-click the Microphone or Stereo Mix icon and select Properties.
Step 5: In the new window that appears, switch to the Listen Tab, check the box Listen to this device. Then, in the Playback through this device section, switch back to Headphones.
Step 6: Finally, click Apply to confirm the changes.
With Windows 10 (April Update)
Step 1: Press the Windows key to open the Start Menu, select Settings.
Step 2: Select System and then switch down to Sound on the left side of the window.
Step 3: Looking to the right side of the window, select App volume and device preferences.