With the program called Audio MIDI Setup (part of the operating system), you can do various audio related setups, including creating a multi-output device. I.e. Creating a single logical output out of two or more actual outputs.
In case the devices have different reaction speeds there is also an option for drift correction.
Click the plus icon at the bottom left and select multi-output and select the newly created device, then just check the checkboxes for the output devices you want. Then, you can option click the device on the left and pick what audio to send to it. - System audio or application audio - or everything of course.