Why aren’t my headphones working

Let me clarify. My headphones work on this computer when using things such as the music app and safari. So how come that no matter what I do, my headphones (and AirPods) won’t play sounds from non-apple softwares? Even if headphones are plugged in, and the audio output says that’s where the sound is playing, any externally downloaded softwares will still play on the laptop’s main speakers. How do I fix this?