There are three things to consider: settings, operation and connection.
Please check each in the following order:
1) Confirm the audio output destination setting
Open [Audio] in the rekordbox Preferences and check that the [audio] and [output channel] are selected correctly.
For details, refer to [Checking audio setup] in [rekordbox for Mac/Windows] in the Instruction Manual.
2) Check the volume level operation
1. Play a track.
2. Set the TRIM knob to the center (12 o’clock).
3. Slide the channel fader to the top.
4. Slide the crossfader to the center.
5. Turn the MASTER LEVEL knob to 2 o'clock.
If you don’t hear any sound from the headphones at this point, check the following:
6. Turn the HEADPHONES MIXING knob to the center.
7. Turn the HEADPHONES LEVEL knob all the way to the left.
8. Press the MASTER CUE button.
9. Turn the HEADPHONES LEVEL knob slowly to the right.
3) Check the connection of speakers and headphones
For details, refer to [Connections] in the Instruction Manual.
Even if you’ve already connected them, disconnect and reconnect them to make sure they’re properly connected.
You can read the Instruction Manual [here].