Official comment
The design of the DDJ-400 is not such that it can be used as a standard Windows audio device, but if you use a pass-through software such as Voicemeeter (or Voicemeeter Banana), you can set-up the "virtual audio device" as the default audio device for your system, then add the DDJ-400 as the audio output. As Voicemeeter is capable of sending audio to the DDJ-400's multiple channels, it can then provide output from Windows for other applications.