Here's the thing. The video you posted, Dave shows a guy doing a demo with an amp. He says the YDS doesn't output audio via Bluetooth, which is true, nor would you want it to, because of latency.
The best sound you'll get recording the internal sounds of the YDS-150 is via the 'Digital Saxophone' USB interface. Why? Because there will never be a difference in level, there's nothing to set.
The second best is via the audio 1/8 jack, which, like any analogue output may be subject to hum or interference.
The least good way is via microphone because of the key sounds as the early demos of the YDS show. But you can do what that guy does in the demo video, plug into an amp and record that. I've been doing that today for short recordings ona phone.
Finally, there must be a way to look at what USB is connected to Windows, outside of DAW software like Reaper. There is on the Mac, it's "Audio and Midi Setup". If you can't see the now famous 'Digital Saxophone' among the inputs, there's something not compatible in the operating system.