If I understand you correctly, you either:
1. Want to play one audio stream to both your HDMI monitor and your USB speakers at the same time?
2. Want to play two different audio streams, e.g. stream A to the monitor, stream B to the USB speakers, but at the same time.
(2) Can be done in Windows, especially easily if the program allows you to set the audio output device, e.g. Windows Media Player, Skype, etc.
For (1), it is not a functionality built into Windows AFAIK. However, some sound cards have a "Stereo Mix" or "What you hear" input device (which basically makes the output of the PC available as a recording device to the PC). If you have that, you can set Windows to "Listen to this device" in the Sound Control Panel on another device. Here's a video tutorial (might be different for your board though, not sure).
Hence it is something like this:
Audio -> Sound Card -> Output Device 1
-> Stereo Mix -> Output Device 2
If you don't have this option then you might need to update your sound card drivers (but some sound cards really don't have this option at all, for some reason). I am also not sure if this works with HDMI or USB speakers...
The alternative is a software based solution called Virtual Audio Cable. Basically you use the software to create a virtual audio output device, with which you can then re-output on multiple devices.