It's not listed as a USB - it is a substitute for whatever sound card your computer uses. Easiest way to sort it is via the loudspeaker icon (bottom right)... if it isn't there, go via Control Panel - Sounds and Audio Devices - you'll see which sound cards you have installed.

In 'Volume', make sure 'Place the volume icon in the task bar' is ticked.

Go through the other tabs to make sure everything is how you need it - better write it down as you do it...!

Now open the volume settings - RIGHT click on the speaker icon.

It varies from one system to another, but from 'Advanced' you'll need to select 'Recording' and from there it should be fairly obvious, depending on your equipment...!