UR22 recording with Cubase AI 7

Just “switched” from GarageBand to Cubase and the first problem I have is that I cannot hear the audio I record.

Unfortunately I do not have a pair of speakers to connect to the two outputs of the UR unit, but instead I connect my headphones directly into the front “Phones” connection. How do I configure Cubase to let me listen to the recording in this way (I’ve tried switching to “Mix” knob all the way to the right - DAW side but still nothing) ?