This explains how to record audio that is played through a separately purchased USB audio device instead of through the built-in sound card.
For example, if the USB audio device you purchased is a Scarlett 2i2 USB,
click Sound in Control Panel.
When you click it, the window below will appear, and you will see the newly connected USB audio device in the Playback tab.
Select the USB audio device and click "Set Default".
You can then see that it has been set as the default device, as shown below.
Audio played by the system will now be output through that device, and when recording with oCam, the sound coming through that device will be recorded.