Headphones, how to hear them?

New user here.
I am carefully reading the user guide.

I’m setting up n-Track 7 and see mic levels on the VU meter.
I’m using a Behringer U-PHORIA UM2 interface for Behringer C-3 mic, but do not hear my signal input.

May I have your suggestions please?

To hear the input signal from the mic, you can either enable the ‘Direct monitor’ switch on the audio interface, which routes the input signal to the headphones (in the audio device circuitry, before reaching n-Track) or you can enable n-Track’s live input by checking the speaker icon in the armed track’s left sidebar. Check this manual topic on live monitoring/input processing: User Guide | n-Track Studio Desktop


When you ask “for more details” I won’t know what you need.
Things like:
windows 10
N-track 9
what else?