Hello,
When you connect your headphones, you should be prompted to choose what device you are connecting, make sure to choose the Headphones with Mic, then open the program and go to ¨Options¨ and then click on the ¨Audio¨ Tab check the microphone box and then choose ¨Microphone (RealTek High Definition Audio)¨. When you hit record you should be able to use your headphones with mic to record the audio.
RealTek High Definition Audio is just the Windows audio drivers manager so they will all show the same, but you should be able to use your headphones mic to record.
If you still cannot record, I would recommend you open a support ticket with NCH tech Support, you can use this link to create the ticket:
https://www.nch.com.au/support/index.html
Goodluck!