The live view mode on Nikon cameras is entirely in-built.
When you activate the mode, the sensor is displaying the result onto the screen, but as far as the general functionality of the camera goes, nothing has changed.
It's still expecting to record the video onto the memory card.
The USB cable can be used to transfer files and trigger the camera in tethered mode on some Nikon models, but even in tether mode, the files will still end up on the memory card.
The only way to do this is to use the HDMI output on the camera, connected to an HDMI input on your computer. It's worth keeping in mind that HDMI ports are directional, and you cannot connect the camera output to an HTMI monitor port and use it as an input.
For the costs involved, and given that the live view on Nikon cameras will only run for a limited time (you'll have to keep tapping a button to keep it active), I would recommend buying a webcam.
The Elgato Camlink 4k sits around the £120 mark (around $150 U.S.), and though there are cheaper HDMI capture devices, the advantage of using the DSLR is image quality, which with a low end device cannot be guaranteed.
There are a load of webcams on Amazon which are well under the £100 mark, and would produce a perfectly usable image. Not as good as you can get on the Nikon, but the convenience and the ease of setup could outweigh the slightly smaller image size.