In Windows, this was really easy. You would just tick ‘Listen to this device’ in device properties , you’d be away and listening to your USB Capture Card audio. I do this quite a lot as my monitor doesn’t have speakers, and I like to listen to various other things whilst I am playing my Switch.
As with most things in Linux, it’s easy when you know how…. These instructions should work for any distro that uses Pulse Audio. I’m using Pop_OS is basically Ubuntu.
Create a loopback device. Take note of the device ID that is returned.
pactl load-module module-loopback latency_msec=1
Once this is done, open Pulse Audio Volume control (pavucontrol). You should see your new loopback device. All you need to do now is select which device you want to hear it through which in my case is my SteelSeries headset.