Record player won't go through computer speakers?

I just bought a Sony PS-LX300 USB turntable and it came with Sound Forge Audio Studio so I can play my record through the computer speakers. I configured everything on my computer so it should play through the speakers, but for some reason it doesn't. I have no clue what to do. I've tried doing Vinyl Recording on Sound Forge and everything, but nothing seems to work. Any ideas as to why and how I could fix it? Thanks.