VLC with sound

If I play a video with VLC and share the screen, is the sound of the video also transmitted ?
On Mac/Windows 10/Ubuntu ?
Or must I change the sound source device ?

Thanks in advance.

It should work on Windows if you select Share audio option when sharing the app.

Thank you very much.
Excuse for the boring : I missed the check box.

As you said, and as I read elsewhere, this works only with Windows.
With Linux (unbuntu), screen sharing creates an infinite, beautiful fractal visual !