Next, if you're using an external mic/speakers, you may need to set them in the Screenhero preferences. You can find that at the gear icon > Preferences > Audio tab. Select your mic and output devices from the dropdowns.
Please restart Screenhero after selecting your input/output device in the Preferences.
If that still doesn't work, let us know what OS you're on and what type of mic/speaker/headphones you're using.