You should be able to get sound through to the headphone outputs. Check:

Record Source is Analog
Input Monitor Mode is Stereo
Input Monitor Volume is up
Output Volume is up
Sampling rate is 44.1k or 48k (just for troubleshooting)
If using back-panel RCA inputs, check Input Volume knob on the back
If using microphone inputs, make sure if they require phantom power that it is turned on and you are using an XLR cable (1/4" cables cannot carry phantom power)