Most immediate way is to use a patchbay app like qpwgraph or helvum. They'll show you a graph of your entire setup. Then you can add connections.
As I understand you want to have OBS record audio from a game, from your microphone and from a discord vocal chat, and stream that or record a video file. I do this often and it's very easy.
OBS usually uses two input streams that it mixes together ("desktop audio" and "mic/aux"). With a patchbay, you can simply plug the audio from both the game and discord (whether that's the desktop app or running in a browser, in the latter case the patchbay will show your browser outputting sound) to "desktop audio".
(it doesn't actually matter which you plug where, OBS mixes everything together anyway – you can plug everything into "mic/aux" if you want)
This should give you an experience similar to Cable, though the interface is very different (you might be lost at first).
After you checked this works, you may want to persist the settings so you don't have to replug things manually everytime like you have to under windows. This is more involved and requires you to write configuration files. Once you have it working with a patchbay I suggest you post another question or followup here.