You can get the sound effects recorded from the output once you have them. You need to activate the recording device that captures the sound. You can use the manual to check how the dual audio recording is done. In case of any difficulties, you can contact the customer support on http://dxtory.com/v2-home-en.html.
Go To The Tab With The Audio/Video Picture Then You'll See A Green Plus Sign Like This + Hit That Then Set The Audio Recording Device To Your Speakers And You Can Record Your Game And Your Voice And Your Speaker Sound.