When using the CDJ-3000 with rekordbox, you can play music files in Export mode. In Performance mode, you can control the application and output sound.
You can use the CDJ-3000 as a general-purpose MIDI controller or an audio interface. Windows users need to install the driver software in advance.
For details, see [PC/Mac setup] in the Instruction Manual.
You can read the Instruction Manual [here].