While not applicable for those on HDX systems, the easiest way to do this on Windows is to use an audio interface that has Loopback, which most do today.
Here's an
example with the new Audient iD44 MKII
Just go to the Loopback Chapter
The funny thing is Loopback has many more options on Windows, where on Mac you have to use extra software in order to get the same functionality on Mac.