iReal Pro lists only the audio devices that macOS has already recognized. If yours is not there, select it once at the system level: hold Option, click the volume icon in the menu bar, and choose it. It will then appear inside iReal Pro.

 

Set iReal Pro's own output in either of two places, which control the same thing: the Audio Output button in the Mixer, immediately left of the volume slider, or Audio Output under General in Preferences on Mac and Settings on Windows. System Setting follows whatever the computer is using; the other entries pin iReal Pro to one device.

 

For the full guide, see Sound output and audio devices on the iReal Pro website.