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Hey Peter, congrats on the purchase!
You can download a copy at rekordbox.com, and what you get is the free version of the software. The free mode is called "Export" mode, and you can activate a 30 day free trial of the "Performance" mode (aka. rekordbox dj via the dj plus-pack) , which is a $129 one-time purchase, or you can pay a monthly subscription fee of $9.90, which not only unlocks the dj plus-pack, but also the dvs plus-pack (which the XDJ-RX doesn't support), video plus-pack, and the rmx effects plus-pack.
The difference between export and performance mode is the ability to use your hardware as a controller to use the software to do all the "hard work." In Export mode, you can import, analyse, and prepare your music and either export it to a USB drive for use with the XDJ-RX, or link your XDJ-RX via ethernet to use your computer as the music source.