How do you make so your headset plays one audio but speaker plays a different audio at the same time?

[rickethdicketh]

I have my headset and speaker as 2 separate devices but I wanna play a game while the game audio goes through my headset and i want music to go through my speakers at the same time but I can only get it so either it plays music and the game audio on the headset or both on the speakers.

 

[americanaudiophile]

There is software to do that
https://github.com/audiorouterdev/audio-router
https://www.vb-audio.com/Cable/index.htm
http://www.chevolume.com/