Thanks for asking the question @mhd.
Ideally you’d need a multitrack audio interface like those from Focusrite or the Soundcraft Signature 12 MTK. This will allow you to record different sources on different tracks.
You can then route everything inside Loopback to one of the channels on your multitrack mixer or audio interface and select it for recording inside Audacity. I’m not sure if Audacity allows for multitrack recording but I know Adobe Audition certainly does.
The best news is you can route audio from any app on your computer to individual channels on your mixer using Loopback. e.g. Skype could be on 2, Zoom on 3 and your own mic on 1.