By default, Camtasia Studio and Relay can’t record the audio that comes out of your speakers. It will only record the microphone input. However, there are a few things you can do so that you can record both your voice and the audio from your speakers.
A very basic solution is to hold your microphone up to your speakers while your video is playing.
A more elegant solution might be using an audio splitter an a loop cable. Read more here.