Audacity doesn’t natively support ASIO as far as I know.
There are instructions to compile audacity (potentially with ASIO support) from source, and some precompiled (although likely outdated) ready-to-run binaries you might be able to find.
More tech-heavy answers here as to why it doesn’t work out of the box: https://wiki.audacityteam.org/wiki/ASIO_Audio_Interface
