There are perhaps two possibilities:
1. There may not be audio output devices, such as earphones or speakers;
2. It is possible that the sound card does not support the recording function.
The solutions are as below:
1. Insert the output device
2. Computer system cannot support it, so there is no way to fix it.
To do such common things, I apply Joyoshare Screen Recorder for PC, which can work in fast way with a vast range of formats supported in lossless quality. If yu need, you can try as well.