Newb question about USB interface with Cubase

I am trying out Cubase Elements and I am trying to set up my Behringer UM2 so I can record my Korg Volca into Cubase. I have watched some videos and read the manual but I guess I am doing something wrong. Under Studio Setup, I select USB Audio CODEC for the VST Audio System. My issue is, how do I get the sound to come from my computer speakers? I cannot figure out how to set the input to the USB but the output to the Built in. It seems to be one or the other. Can anyone help? Does my problem make sense? Sorry- complete newbie here.

That´s how it is. Unless you want to try ASIO4all. Plenty written about on the forums here. Try a search and google.