How can i connect xdj rx to macbook?

The USB cable is only required when connecting to rekordbox as a controller. If you want to use the LINK function where rekordbox acts as a music source and not your primary mixing software, you connect ONLY by ethernet cable. You need to be in EXPORT mode (if you are using the unlocked or trial version of rekordbox DJ), and ensure that you have taken the basic steps to troubleshoot and ensure your computer is configured properly to allow the link.