Test

first of all open Realtek HD Audio Manager,if you can't find it in search open Task Manager > Startup > right click on Realtek HD Audio Manager > Open File Location > run RAVCpl64.exe.

Then click device advanced settings at top right side in Realtek HD Audio Manager - http://prntscr.com/li2q6p

Then check "Make internal and external output devices playback two different audio streams simultaneusly" -
http://prntscr.com/li2qb1

Result:
Finally we got speaker and headphone outputs
http://prntscr.com/li2qg7
http://prntscr.com/li2qkn