No mention of which software/PC you are using, not all software supports dual USB output, please make sure that you have the DDJ-RB selected as output within the software, in Virtual DJ you select the cog icon then audio, then click DDJ-RB at the top.
I dont have serato/traktor/recordbox so i cant expand on those options.
if the error is no sound from your DDJ-RB then unplug your logitech headphones before plugging the RB unit in, windows should default to output via the RB and not via the logitech.