It might be possible to enable listening to an input just using the built-in audio of the laptop, but it likely won't be near zero latency (delay). A proper audio interface will have low latency input monitoring plus a bunch of other features designed to facilitate recording.
To do it the cheap and questionable way with your built-in audio, right click the speaker icon in the task bar, click Open Sound settings, click Sound Control Panel from the list on the right, click the Recording tab, click the built-in device (mine says High Definition Audio Device), click the Properties button, select the Listen tab, check the Listen to this device box, make sure the correct output device is selected from the drop down menu. I can't guarantee that your audio device will allow this or that it will work well enough.
A proper audio interface is by far the better solution. There's usually a bit of a learning curve, but it's not that bad and the benefits are generally worth it.