Hey Nino - first off, I would suggest you download and update to the newest version of Rekordbox (the RB CD was available with earlier versions of the software).
In terms of using the software - open up Rekordbox and import your tracks. You will see RB starts to analyse these tracks. Double click the track you wish to set hot cues on. You will see this track sent to the software player. Jump to the particular part of the track where you want to set your hot cues. When you find that point click on A within the hot cue bank. Thats it, hot cue sent.
When you are done, you will need to highlight your selected tracks and export to USB stick - you can do this by right clicking and choosing export. You don't need to worry about Memory points or the cue bank.