Total noob question: Sending audio out thru USB

[Theremini Noob]

Greetings!

I am a complete noob at the Theremin and making music in general. I am enjoying playing around with the Theremini but I do not know how to send audio out through the USB connection. I can plug it into my phone (android) and my PC but neither wants to do anything automatically. They register the connection but I don't see how to get audio from the Theremini to the other device, if that's even possible.

Any help would be greatly appreciated. Thank you in advance.