From the Zoom Application home screen, click on your profile picture then select Settings.
This will open the settings window. From there, select Audio.
Speaker: Click Test Speaker to play a test tone. Click the drop-down menu to select the speaker you want Zoom to use.
Mic: Click Test Mic to record audio and play it back. Click the drop-down menu to select the speaker you want Zoom to use.
Your changes will automatically save once you have selected them.