Welcome to the Reaper Forums!
Make sure to check out the Reaper User Guide, in general:
https://www.reaper.fm/userguide.php
And have a look at some Videos, in addition. Like 5. Recording Audio:
https://www.reaper.fm/videos.php#iLC1HjLXLd0
If your speakers/headphones are connected to a different audio device (than the USB Audio Codec), you'll have to make an Aggregated Audio Device (and enable all necessary inputs/outputs of all devices) first.
Then use the Aggregate Device as Audio Device in Reaper and make sure to set up the correct inputs/outputs for the Tracks and Master Track:
https://support.apple.com/en-us/HT202000