You can route back hardware outputs of the Fireface to hardware inputs via Totalmix. Say your Windows sound outputs were outputs 3+4, then you could route those back to inputs 3+4 and use those inputs Nuendo.

Ok the manual says this:

To activate this function, click on the red label in the third row while holding down the Ctrl-key.
The label's colour changes to red. In case the channel has already been part of a group, the
colour will change from yellow to orange, signalling that the group functionality is still active for
this channel.

But for the live of me I cannot find a red thing anywhere.