On my Raspberry Pi Zero I'm using an HDMI to VGA adapter. So I have no audio output for my RPIZ. I'm wondering how hard would it be to stream audio from my RPIZ to my windows 7 PC.
You can probably work out a solution which uses ffmpeg rtp to stream the audio in real time (with a small amount of latency) from an alsa audio driver to a different computer. I assume you have some sort of networking going on ... possibly over usb ?
Look for information on ffmpeg (avconv on the pi) "-i alsa" using the real time "rtp://" protocol ... which is basically a UDP streamer. You will want to use an ALSA plugin which allows you to copy the output stream in some way for use as an input stream.
If you want audio input/output through the GPIO header, elinux has a good list of available audio add on solutions : http://elinux.org/index.php?title=RPi_Expansion_Boards#Sound