There's not a simpler way to do this. You'll need some sort of external solution to route the signal back to zoom, or a software solution, like Loopback for Mac. Not sure what alternatives there are on the PC. However, remember that audio quality on things like Zoom is terrible, so you won't be able to get any sort of good sound through Zoom, so maybe not worth doing?
Search livestreaming on our youtube channel for more tips on live-streaming.