Monitoring your mic through speakers is a rather bad idea - feedback can and will destroy your speakers, not to mention the effect it has on your ears/sanity/status with neighbors.
However, if you insist... the soundcard propterties window can handle it, assuming you have a decent soundcard or, preferably (if you're into music production/recording), audio interface. Failing that, most music apps that support audio recording also have an option to select the monitoring thingamajig (forgive my technical terms
)
I am but mad north north-west; when the wind is southerly I know a hawk from a handsaw - Hamlet, Hamlet