routing – Software to channel one audio output to a recoding input (i.e. Audacity) while listening to other audio on a second audio output

I have been looking but couldn’t find any software solution…

In Windows 10, how can I have the audio from one app like VLC, Youtube, Spotify etc be routed to Audacity so I can record it while at the same time listening to a movie I am watching on a second audio output like a headphone?

Again, I am looking for a software solution, not a hardware one. :]

Thank you :]