Stream audio to windows10 through USB

While you probably can route audio to USB (I assume if you connect a USB device that identifies it as a USB audio receiver... thingy) your PC is a USB host.

So a better solution would be to get a USB audio adapter like this (may not be necessary if you have a mic in port), connect your headphone into the mic, and get something like VLC to play it.

Windows also allows to "Listen" to an input device which plays it out of your speakers so you don't need VLC or a special player. (See image below). Note that this can be annoying if you do video conferencing as you will have to make sure this is disabled when you're on a call.