Dear anyone, when I plugged in a usb mic or a 3.5mm analog mic to windows, there is a delay in output approximately 1/3 of a second.
Let me try to explain in a different way so that it can be understand easily, I was watching a youtube karaoke video and tried to sing along with a mic, it doesn’t quite work on Windows PC, does Audicity city has this function/option is minimized the effect?
Have to measure and dial-in the latency correction for your computer …
Dear Audacity, I tried the Latency compensation at “Preference: Devices”, I set it to 50 or 1000 in milliseconds, there is no difference after all! The voice still came late after the music. What else can be adjusted to make it work?
There is ALWAYS SOME latency (delay) through the computer. 
Latency correction doesn’t remove the delay from your headphones. It helps to synchronize your voice (or whatever) with an existing backing-track.
I believe Windows has it’s own buffers (which are also delays) and I don’t think you can adjust those.
If you have a higher-end audio interface that supports ASIO drivers you should be able to adjust the buffer size. But if the buffer is too small you’ll get glitches in your audio. The main idea behind ASIO is low latency.
There are also audio interfaces with zero-latency direct-hardware monitoring where the monitoring doesn’t go through the computer.
Or there are USB mixers which can be used for recording/playback and so can hear yourself without going-through the computer.
…Besides the expense of an audio interface or mixer, these things are not compatible with “computer microphones”. You’ need a stage or studio microphone a balanced XLR connection.
Dear Audacity
This is a user-to-user forum. 
We are just Audacity users trying to help each other. There’s is no official support for this open-source software, but this is usually better anyway.