Welcome to the forum @Lornix .
That is exactly the problem why you can’t hear anything. You say that an ASIO driver is selected, but not which one. Do you use the Generic Low Latency ASIO driver? If so then try our new driver which you can download from this thread. Simply run the installer, restart Dorico and it shall turn up in the list of ASIO drivers as Steinberg Built-in ASIO driver.