Yep, you need an audio interface with loopback ability. I recommend the Focusrite Saffire or Clarett range for this feature.
Windows usually has a “Stereo Mix” option which will record what you hear into Adobe Audition.
I, personally, use a mixing desk - Soundcraft Signature 12 MTK - and I can assign the output of my computer as an input inside Adobe Audition.
The other alternative is to jam away inside Logic while recording. Then bounce that audio down and import to Audition.