Comentário oficial
1) rekordbox needs to be in EXPORT mode (if you have a license for rekordbox dj - PERFORMANCE mode).
2) Provided your wifi is disabled and firewall either configured to allow the communication (or disabled), you will see a LINK icon at the bottom left of rekordbox when your XDJ-RX is connected to your computer via ethernet cable.
3) Press the LINK button and you will see your XDJ-RX appear at the bottom of the screen. Alternately, you can press the rekordbox button on your RX and navigate your collection from the RX itself.