How to hear remote computer audio

I'm using a Windows 10 PC connected to a Mac. I've never heard audio through it. The audio works fine on the Mac, I use it as well. I have the box checked for "Play computer sounds and music" on both computers. On the Mac, in System Preferences under Sound, the Output is set to TeamViewer MultiOutputDevice, but there is text below that states: "The selected device has no output controls". And the Output Volume meter below doesn't show any movement when something is playing.