Actually, there is a reason it cannot be done. I have seen this attempted many years ago with XP. And in each attempt, it was a nightmare. The idea was for Windows "sounds" to go through one card (or integrated sound), and music from CDs, MP3s, and videos to play through another card.
It was a nightmare because Windows only allows one device set as the default device at one time. This has not changed with modern versions of Windows.
Now, it has been accomplished with 3rd party software such as
Virtual Audio Cable but frankly, I think it might be easier to just set a separate audio receiver and speakers and input source near your computer.