The free version of Screencast-O-Matic (which is what is launched by default when following these instructions) records audio from your microphone. If you have a standard auxiliary cable, you could plug the cable into both the headset (speaker) and microphone jacks on your computer. This will loop the audio through your computer, allowing you to record both audio and video at once.
If you do not have an auxiliary cable that you can plug into your machine, you could purchase the Pro version of Screencast-O-Matic. We actually recommend this route for capturing audio with video on Windows machines as the audio is captured from your computer’s sound card, giving you the highest quality recording.