Basically setup your VLC to stream your desktop + audio, here:
If this works, then now let’s try it on the console.
To access it from your console, browse to that url (the 22.214.171.124 one) and, with luck, it might play. Note that different consoles have different input capabilities, so you may have to tweak it a bit, but it should play. So you should probably tweak the “Transcoding settings” (wrench button) so that it outputs in something compatible with your console device.
You could also use this similarly to play existing media files on your computer (just stream those files instead of streaming capture devices).