How do you split audio in Ableton Live?

To split audio in Ableton Live, you just need to turn on the I-O in the bottom right corner, then for each track you can see where the audio is routed.

For example these 2 Piano tracks are rounded to the Master track, and the rest are routes to the FILTER track, then to the Master track. You can change what outputs each track is routed to by selecting Ext. Out.

You may also need to turn additional outputs on, you can do this in the Audio Preferences.