Sometimes your computer will have a soundcard/driver utility that includes EQ or other enhancements.
Or, maybe one of [u]these[/u] will work.
Or, you could get a hardware equalizer for about $100 USD (plus you’d need a headphone amplifier since these things are line-level).
You can get decent headphones starting at around $100 USD and very-good headphones in the $200-$300 range. (Beyond that you’ll quickly get into diminishing returns and you might even prefer the sound of the less expensive model. Unless you’re an “audiophile”… Audiophiles usually prefer whatever costs more! ) For example, the Sennheiser HD280 is $100 and it has a good reputation, or there are others with good reputations in that price range.
Your headphones/monitors should be "good’ but they don’t have to be “perfect” and in fact almost every headphone/monitor/speaker will sound different. Most pros get very familiar with their monitors, then they have one or more reference tracks to “keep their ears calibrated”, and they learn how to make a good mix/production on their particular monitors. Finally they check the mix on a variety of other systems, but you may not have the time to do that with lectures/podcasts.
Most experts will tell you not to use headphones as your primary monitors, but for voice/podcast they are probably OK, and possibly your best choice if you don’t have good monitors and a good room.
why not put one into the listenening output. At my guess it could be a jump forward. A small jump perhaps. And inferior. But a step forward.
“Real time effects” are a common request, but usually people want them during recording/monitoring. I.e. With a DAW (or a hardware monitoring setup), it’s common to put “confidence reverb” in a singer’s monitor mix even if there is no reverb added to the actual recording at that time.
What you’re trying to do is a “system wide correction”, not something just for Audacity. In the pro world, monitor/room correction is usually done in hardware. IMO - Something like that built-into Audacity could cause more trouble than it’s worth because you wouldn’t hear the actual production. i.e. If you make an MP3 or CD, etc., it’s going to sound different when played on Windows Media Player, etc. than what you’re hearing from Audacity.