1. Click on "Zoom.us" at the top of the screen:
2. Click on the audio section:
In the graphic above, you can click on the menus where the red arrows are. This is where you can choose where the sound is coming in (Microphone) and where it's coming out (speaker) when you're using Zoom.
Choose the option that makes sense for you. If you're not using a headset or mic, you'll want to choose "Built-in Output" and "Built-in Microphone"