Behringer Odyssey: audio over usb

You’ve probably figured this out by yourself, but just in case: that synth also has an audio 1/4" jack output. It’s not balanced like the XLR output and the signal is lower (-20dbU rather than +4dbU, it says here) but (depending on your soundcard inputs) it could work anyway for you.

I’m not familiar with DAWs so I can’t help you with the rest. Other people may help you but they may need some more details (your OS, your soundcard, more precise specs about your laptop, what DAW you’re using…)