try to check your sound settings in the Zoom app.
Most audio settings are set up in such a way that zoom has control over what device is chosen and it sets the volume automatically to avoid feedback from people's speakers.
I cannot tell you the exact wording since my Zoom is in German, but I'm sure others can chime in here.
Also, you may want to set up your speaer and microphone in such a way that the app will use the same devices as your Windows does per default. That can also be done in settings.
Finally, meeting hosts have the possibility of setting up "original sound" and "Stereo" so that anyone can change their audio and turn off all the aggressive sound pre-processing Zoom performs on incoming audio.
However, this has to be done online through the web interface.
Hope that helps,