I just bought a Lenovo desktop, with Windows 10. I’ve installed Audacity, but this unit does not come with any audio playback software that I am used to. What this comes down to is this: Audacity is telling me it can’t find a device to use for recording. What do I do for that? I did install a Windows Media player which has the CD burn feature. That probably is not going to help.
I really did not want to get Windows 10, but the price on the tower was within my budget.
Your new computer comes with the same audio playback software you've seen for the past 11 years (since Windows Vista, 7, 8, and 8.1 also). They didn't remove anything from Windows 10, they simply added a few extra options. You aren't forced to use them.
Your message you see says you are missing a device for recording, not playback. And according to the Audacity user manual, you can use these steps to set it up.