System Sound

By default, system sound (aka sound on google chrome, safari, iTunes, etc) plays on the Audio Interface that is assigned in your Macintosh's system preferences. You can quickly access these sound settings by configuring the menu bar according to this article: Show Audio in Menu Bar

ProTools Sound

ProTools plays its sound through whatever you configure in the "Playback Engine" section. Check the Troubleshooting Playback - The ProTools Playback Engine article to understand more of how to configure audio in ProTools for playback.