Using headphones while recording

I am new to Audacity and plan to start a podcast. I am using a Samson Q2 USB Microphone, Lenovo Windows laptop and Behringer U-Phoria UM2 audio interface with Audacity. I have not figured out how to use the audio interface so currently just the usb microphone on the laptop. I am unable to hear audio as it records in my headphones. Why is this?