NotchMindControl Centre
Click Control Centre in the menu bar, then the arrow next to Sound. Pick the output you want: built-in speakers, headphones, AirPods, an AirPlay speaker or a display.
The Sound icon in the menu bar
To have it one click away, turn on System Settings → Control Centre → Sound → Always Show in Menu Bar. Click the speaker icon to see and pick outputs.
System Settings
System Settings → Sound → Output lists every output with its volume and balance.
From the notch
NotchMind, which I make, has an output button in the notch’s music player. Open the notch while something plays, click it and choose where the sound goes. It changes your Mac’s output, so everything moves, not just the song. See switch speakers from the notch.
AirPods missing from the list?
They appear once they’re connected. Take them out of the case, or pick them in the Bluetooth menu. For automatic switching between your iPhone and Mac, see AirPods switching.