Rekordbox Licence + Cable for connecting to cdj

If you want to use the CDJ to control rekordbox in performance mode, you'll need a subscription to at least the CORE plan for rekordbox. That requires you to connect the players via USB.

If you want to link the players to use rekordbox as a glorified hard drive (same as you would with a USB stick in the player), you can use rekordbox in export mode, and that's free. Connect the players via ethernet to achieve this configuration.