With your Pod connected via USB the Pod becomes your soundcard, meaning your internal speakers are bypassed. If your speakers are external you can connect them to your Pod's audio outputs (e.g. headphone output). Otherwise you can use headphones or obtain some external speakers; studio monitors would be a great choice.
It is possible to get the sound through your internal computer speakers but I don't recommend this. To do so, disconnect your Pod from the computer and route the Pod outputs to your computer's mic input. It will sound as good as your little tinny speakers will permit, which can't be very good. No point in spending good $$ to get potentially great sound and then ruin it with $hitty speakers.