Starting from Reference version 4.3 we have created a new onboarding guide that lets you easily set up Systemwide to use with your headphones or speakers.
If you are not a first-time Reference user or if you want to relaunch the Set-up guide again, you can do so by clicking on the kebab menu (three vertical dots) in the top-right corner of the Systemwide app.
Please note that you don't have to go through the Set-up guide every time you want to change or set up a new output device. You can do that from Systemwide settings or also from the Menubar (Mac)/Tray menu (Windows).
Systemwide will automatically set your computer's output device to Systemwide (Sonarworks Virtual Audio Device on Windows) but if your output isn't affected by the calibration or there is no output at all, please make sure that system's output is indeed set to Systemwide and that you have selected the correct audio device that you are using to output your signal to your headphones/speakers.