Until we have your details, it's hard to be specific about what you need to do but, in more general terms, you need to go to Edit/Preferences/Audio Hardware and select what you want to use for recording and playback. In Windows you may also have to go to the Windows audio panel and select the device(s) you want as the default ones to use.
Once that's set yup, you arm the track you want to record in by clicking the red "R" button at the left hand end of the track. If you want to hear your voice mixed with the recorded music, also click on the "I" button which gives you your input in the monitor. Make sure the music track ISN'T armed to record.
Then you should able to click the Record button on the main transport controls.
A couple of points: you may need to adjust the device class (hopefully to ASIO) and the buffer size to minimist latency but, even so, a round trip via the computer may give more latency than comfortable.
For this reason I strongly recommend an external USB interface with "direct hardware monitoring" rather than basic internal cards on most computers.