manakesna: everything works fine now, thanks.
In Windows’ control panel, I set Windows’ default audio output to the audio interface’s S/PDIF OUT plug, and then I plugged a small S/PDIF cable from S/PDIF OUT to S/PDIF IN. In Cubase I created an audio track which receives from S/PDIF IN and outputs to the regular jack OUT plug (connected to headphones/headphone amp/monitors etc), so if the track has “monitor” turned on, all Windows sounds pass through Cubase (so you can record it or apply any VST in real time etc).
But since Cubase already uses the audio card as an ASIO card, for this to work the card’s driver should be able to handle Windows audio and ASIO at the same time. Almost all cards can do this, even cheap ones, for example my Echo Mia presents 4 “virtual outputs”, each of which can be used either by a Windows Audio app or an ASIO app, so because I set virtual output #2 as Windows’s default sound output, output #2 doesn’t appear in Cubase since it’s already used. In Cubase I send the sound to virtual output #1. Then in the Echo Mia’s mixing console, I direct virtual output #1 to the regular jack OUT plug (headphones etc) and virtual output #2 to the S/PDIF OUT plug.