You can connect the E-4 to your Windows PC by using a USB cable.
A USB-C to USB-A data supported cable is included with the E-4.
The Windows PC will recognize the E-4 as an audio interface (audio & MIDI).
In the System / Sound settings in Windows, you can select the E-4 as "input" and the PC's speakers as output device if you wish to monitor the E-4's sound on your computer's speaker set.