When you want to capture mixed audio you have to select the mixed audio-line as the audio capture source. To do that open the 'Profile Settings' dialog by pressing <Ctrl+Y> or clicking the 'Profile Settings' button on the 'Profile Toolbar', and select the mixed audio-line as the audio capture source for the capture profile.

However, this mixed audio-line won't mix audio-lines that are muted. That's why you may have to open the 'Reproduction mixer' and unmute the audio-lines you want to mix. Click the 'Mixer Button' on the 'Profile Settings' dialog and then select the 'Reproduction' option, the 'reproduction mixer' will open and there you can select which audio lines you want to mix.