No you don’t have to record it first. I only mentioned resampling because you said you wanted to make samples of the Voyager, and this method will give you exactly what you were asking.

Set up a Thru machine on a track, and from the Playback page select the input you want to listen to. By default it is panned center so you will hear it from both speakers/headphones.

You do have to trig the track to hear it, either by placing a trig into the sequencer or by pressing track button + Play. It’s not complicated at all when you get the hang of it.