Should USB speakers work?

When I use Cubase, I can only hear sound from a pair of USB speakers. If I listen to music in Windows Media Player, when Cubase is running, it is heard in headphones, which I have plugged into the front of the computer.

I tried to change the settings so that my headphones would work in Cubase, but after pressing “Add bus”, the sound did not work in either headphones or speakers.