Streaming music from app on iphone to Zoom on laptop

This is for an exercise class.  I am able to play the music from iphone app to my laptop.  However, Zoom does not share the sound to the attendees.  I have checked the share sound button in the share option.

On the Zoom platform is there an option to change source to headphone and the zoom app so that music can be heard and also my instructions?

Many thanks for your help.