So we managed to download and install Audacity. But we had problems with the monitor. There's a very distinct delay and it's really annoying. You can't record properly. It's okay if you're converting your old cassette tapes or CDs to mp3 but not if you're recording your band or making tracks. Because there's no way you can edit it or overlay tracks. They not going to sync.
So I found the solution. It's the Behringer UCA222. And you need to unclick the Play through option plus turn off the monitor. It's all in the video. Please take time to watch it. Thanks!