Recording with Behringer U-Phoria UMC404 HD interface

When I connect my Behringer U-Phoria UMC404HD Interface to Audacity 2.3.2 the home screen record and playback options only allow me to choose between Behringer channels 1-2, or Behringer channels 3-4. I need to set Audacity to record (and monitor) all 4 channels at one time?

[u]Multi-channel Recording[/u].

A lot of people seem to have trouble multi-track recording with Audacity so if you can’t get it to work I believe your interface came with Tracktion, or there are other multi-channel DAWs.