How to get audio via USB cable?

Follow up on this problem. Although I returned the MOXF8, I’m considering purchasing one again if I can get around this audio issue.

From the Yamaha MOXF8 features web page: “A single USB cable is all you need to transmit both audio and MIDI data between the MOXF and your computer. The MOXF features a built-in 4-in 2-out USB audio interface so you can record its internal sounds, and two dedicated audio inputs that can be used to capture guitars and vocals all recorded directly to your computer.”

The key part of that statement, is “recorded directly to your computer”. If the sound can be recorded on my computer, then I should also be able to hear it on my computer, so how do I configure the software (Cubase AI, Steinberg USB audio driver, …) to set this up?