The audio is still playing via the speakers after the user connected a new headset. Where can you go to modify that setting?

You may change the default playback device for sound by going to Control Panel and selecting the Sound utility, as well as by opening Windows Settings and clicking Devices, where you can also manage Bluetooth, printers, and mice. Opening Windows Settings, System, and Sound will perform the same thing, but that is not one of the options. The Control Panel's Security and Maintenance utility allows you to configure the firewall, malware protection, and other functions. In Windows Settings, the Apps group is where you would delete or select default apps.