@Vlad TheSour > You have both CDJs connected via USB to your laptop and also connected, via audio cables, to your DJM. You have also installed all the relevant drivers - correct so far?
(If you haven't installed the drivers, please find them here: http://pioneer.jp/support/download/dj-e/cdj-350/ )
Secondly, you'll need to go to the audio settings within VDJ and choose your CDJs as soundcards.