Hammerhead True Wireless Question

I got the Razer Hammerhead True Wireless Earbuds today and there was only one thing I had a question on.

How do you make it so you can use two different audio sources (i.e. Discord and Terraria) simultaneously? When I tried to do both Discord and a game at the same time, the game's audio went to the built-in computer speaker. I looked up how to fix this issue and couldn't find anything that worked. I've only seen two people mention that it works, but they don't explain how they got it to work.

I also don't have a phone to connect the earbuds to test it. If anyone could help me, that would be the best.