Download the ASIO drivers from the Behringer web page for the UMC202HD. Install the drivers. Plug the USB cable from the UMC202HD into the computer and power the unit.
In Windows 10, click in the search bar on the bottom left of the screen and type Bluetooth. An option to select Bluetooth and other devices will appear. Click on this and a new page will open. There should be a heading called Audio on this first page, and in there should be UMC202HD. If it is not there, then the ASIO driver from the UMC202HD webpage has not been installed correctly.
For Windows 10 1703 and older
Right click the sound Icon in the task bar and go "Recording Devices". Right click the device and go to Properties > Advanced and change the "Default Format option" to a 2 Channel device (Bit rate and Sample Rate will depend on your needs). Then click on the enhancement tab and make sure that 'Disable all enhancements' is ticked.
Windows 10 1803 and newer
Right click the Sound Icon and go to "Open Sound Settings". Scroll down the Page and Select "Sound Control Panel". Right click the device and go to Properties > Advances and change the "Default Format option" to a 2 Channel device (Bit rate and Sample Rate will depend on your needs). Then click on the enhancement tab and make sure that 'Disable all enhancements' is ticked.
Open Audacity. In Preferences > Devices. For Playback you should have Device (OUT 1-2 (BEHRINGER UMC 202HD 192) selected, and for Recording you need to have Device set to IN 1-2 (BEHRINGER UMC 202HD 192) and Channels set to 2 (Stereo).
In the main recording page, check that the Microphone and Speakers are set correctly. Then press record and the two recorded stereo tracks will appear.