BandLab is an online DAW that can be used in a browser, this is different from Cakewalk by Bandlab which is a desktop application that needs to be downloaded.
Please see the following link on how to set up your interface with Cakewalk by Bandlab - How to select inputs and outputs in Cakewalk by Bandlab / Sonar
In the below example we will be setting up a 2i2 with BandLab however the setup will be very similar for all audio interfaces.
Please go to https://www.bandlab.com/ and create an account or log in.
Once you have logged in, please click on the Create > Let's Make Music button.
Once you've clicked on the Let's Create Music button, click on the Voice/Mic option.
Once the audio track is created, please make sure the input is set to the Scarlett 2i2 (MAC) or Focusrite USB (Windows).
Once you have set the input device, you can begin recording by pressing on the red Record button on the transport: