To use an audio interface properly on Windows, you effectively must install and use something called an "ASIO driver". This is a piece of software that was built specifically for your audio interface by the company that manufactured your interface hardware. The driver software simply controls the operation of the hardware. In order to achieve the low latency required to play music online, you must use an ASIO driver on Windows to minimize latency while protecting audio quality.
If you are already familiar with how this works, we'd suggest you go ahead on your own to check that you have the latest driver installed for your interface. If you're not very familiar with how this work, we have produced help articles for each of the most popular audio interface makers, explaining how to find, download, and install the ASIO driver for your interface. Click the link below that corresponds to your interface maker for help.