Your software is probably all still pointing to the PC 3.5mm input. You need to set up Windows audio input and/or the specific software to record from the correct input.
The reason you hear it already is that you are direct monitoring via the interface.
So for Cubase make sure UR22 ASIO driver is selected, then add a mono input bus in VST connections, assign to whichever channel the mic is plugged into.
Then add an audio track and assign it’s input as that bus.