Cable fix
Perhaps the easiest way to record the audio through your speakers is to connect a cable from the computer's speaker jack to its input jack.
1 Insert one male 1/8" stereo plug into the computer's blue, Line-In jack, at the back.
2 Insert one male 1/8" stereo plug into the computer's green, Line-Out jack.
3 Plug your computer speakers into the cable's female 1/8" stereo jack.
4 On the capture bar, click Settings / Options / Audio.
5 For Channel, select Line In (or Microphone, if that's where you plugged in the cable.)
A customer who goes by the name DC reports that this cable from Amazon works perfectly:
YCS Basics 3.5mm Splitter Cable 1 Female / 2 Male (Not for mixing or combining audio sources)
https://www.amazon.com/gp/product/B00EA8QUTS/ref=ask_ql_qh_dp_hza
Pecky's alternative
Here's a simpler alternative suggested by Pecky A. Connect the speaker's earphone jack to the computer's Line In jack. The downside is you can't hear while recording. Tell CaptureWiz to record the Microphone at Settings / Options / Audio.
Laptops
If your computer lacks a Line-In jack, you can use an attenuating patch cable, for example Radio Shack 42-2152 ($5), between its Microphone and Headphone jacks. You just won't hear anything while recording. Tell CaptureWiz to record the Microphone at Settings / Options / Audio.
Virtual audio cable
We've also read that a "Virtual audio cable" works, but we hear it's complicated.
Record through microphone
One last alternative is to record through a microphone placed in front of the computer's speakers.