Are you connecting the interface outputs to a monitor (or using headphone in the interface, not computer!)?
You will not use your onboard sound interface. All inputs, outputs and monitoring need to be taken from interface, not computer.
Check it out:
That is your problem. You need to connect the headphones in the interface, not in your notebook. You can buy an adapter, like this one:
There are pretty useful tutorial videos on the CI1 product page.
These videos are available:
CI1 - Installation & Setup
CI1 - Recording
CI1 - Vocal Recording
CI1 - Editing
The videos describe very detailed the first steps with CI1 together with the bundled software Sequel LE and WaveLab LE.
You can find the videos here.