In the cases where I did this it was with digital out connections, yes. Lightpipe or coax, but S/PDIF in both cases. My latest motherboard has only optical out, and my interface coax in, so I’m not doing that at home any longer. And come to think of it, I think the studio where I set this up has a new iMac which doesn’t allow for it without an additional interface so in that case we went with software for internal routing.
I suppose you could do analog… (?)