When having more than one playback device, for example connecting with an external monitor, you can choose which playback device you want to use by setting it as the default playback device in Sound setting page.
1. Right click on the speaker icon located at the notification area.
2. Select "Playback devices".
3. Click on the playback device you want to use and click on the "Set Default" button.
*If the playback device is already set as default, then you don't need any additional setup.