CDA will play back through selected Digidesign interfaces. You have to install the Digidesign WaveDriver for Windows. Note the Digidesign Wave Driver is only supported on Windows XP (Not Supported With Windows Vista). With the wave driver installed, the Digidesign interface can be selected as the output device on the CDA mixer tab (the output selector is next to the plug-in chainer button) or on the Options-Perferences-Preview menu.
For more info see the follow on the digidesign website: