Port Setup

Hi I have searched for 2 days now on port setup issues and have not seen a solution ,
I Bought a Steinburgh UR22 mk2 new from a Perth Yamaha Agent , Uploaded Cubase to a windows 10 Laptop. . Intended use for the interface was to record a Guitar section then play and record Lead or multiple sections while hearing the forst track . I want to have the Headphones plugged into the laptop so I can hear the first track while I play the second track and record it . It seams the software will not recognise output to the laptop headphones or speakers and input from the ur22 at the same time . I have spent a week now trying all youtube videos and forums for a set up but this basic information is not available , the closest i see is i will have to run a set of monitor speakers making the ur22 pointless for a Laptop based portable compact recording unit,

Is there Windows 10 setup information from the manufacturer that will allow headphones out from the Laptop jack . input from the UR22 mk2 that allows you to hear what you have already played . Note I have not had any sound out of this piece of junk yet at all , Cubase is hearing the guitar and recording , Who knows how to get sound out of it?

Now have been instructed the jack on the Steinburg is best for line out set the input/DAW knob to middle, Still cant hear the first recording play while I try to play along to it , I don’t want to up load all kinds of presets or voice, like the 2000 videos show , just multiple guitar tracks i have recorded, while hearing what is already mixed.