Hello dwatson3,
You can adjust the recording level via the 'General settings | Audio mixer' screen for any buses which are set to record audio. With default audio settings, all buses mix down to 'Mstr mix 1: Stereo mix 1 (main/recording)' and that bus is the only one which has recording enabled, with its recording level adjustment of 0 dB. I.e. by default that bus will record the mixed-down audio at the same level that its being sent to your audio interface. (However, you might have adjusted output levels within the audio interface or its driver or via the amplifiers, and your audio player might also have level adjustments of its own, so amplified audio output from Hauptwerk won't necessarily sound at the same level as in a recording, even with a recording level adjustment of 0 dB in Hauptwerk.)
Note also that the level settings on the 'Audio, MIDI and Performance' large control panel affect all audio, including recording.