Although this may not work for you because it depends on being able to control the Output Device which works with a soundcard, but doesn’t work with a USB device.
Why don’t you want to record your 2i2? Are you singing harmony over Skype? That’s notoriously hard to do.
However the only option in the Microphone drop-down selection is ‘Line-In’, and I’m not able to add Line-Out.
You might have more choices if you select your regular soundcard as your playback/monitoring device. (You can still use the Scarlett as an input device, if you need to use it at the same time.)
Which version of Windows and which version of Audacity? Please see the pink panel at the top of the page.
Which speakers? Your computer speakers? Then you have to enable stereo mix or what U hear in Windows (if your built-in audio device has that), or if you are on Windows Vista or later, record with Windows WASAPI loopback in Audacity.
To do that you need to read the link Koz already gave you, but follow through to the Windows page. This one: Audacity Manual .