Recording to Ableton without use of audio cables

With past experiences with other hardware mixers, Numark NS6II for example, I did not need audio cables, only the USB cable to record audio to Ableton Live. I've tried all day but can't seem to get it to work for DDJ 800 and rekordbox, perhaps it isn't able to do that. The NS6 controller from Numark is a less advanced mixer so I was hoping the DDJ 800 would do the same. One thing, in the Rekordbox application, under the Audio tab and input channels, the settings utility says selected audio device does not setting utility. I will also post this in the Rekordbox topics for I'm not sure where the problem lies.