The subwoofer acts in conjunction with the stereo speakers, and has a crossover where the freqs below the xover point are filtered to the sub. This is all done internally. There are some limitations however, as playback from WASAPI, Kernel Streaming, or ASIO, being hardware streams, will bypass the xover filter and the sub will not put out any sound. (Which is why something like SRS Audio Sandbox failed to have good bass response)
So no, you do not need to setup the audio for 2.1.
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