Exactly which USB mic do you have? A number of them have a built-in headphone socket because, unless you are using an audio driver which allows the sound source (input) and replay (output) to be different to each other, your mic will be both the input source and output destination.
I have a Maono AU-A04. It does not have an AUX port on it.
When I switched to the Asio4ALL v2 driver l, the microphone would record but I lost all audio from Magix, the project, the recording, everything. If I switch back to Primary Audio all the sound is back but the microphone doesn't work.
@David-Menard There is an "Advanced" button to configure your ASIO4ALL inputs and outputs in the program settings. Just selecting this driver without configuring it may be not enough to get your Microphone and Music Maker working.