Play sound from multiple devices

When I plug a phone jack into my laptop, it now plays through the
external speakers via the jack.

Question: Is this a hardware connection that is broken ? or is there
a software decision in the driver to play through the external
devices ?

Is there a setting somewhere (registry or API) that I can set the
system to play through the external and internal speakers ?

Or: Can I set the system to send sound to multiple devices if
installed multiple sound devices ?

Thanks

Sid.