May i know whether i can use only the supplied ST-H01 head phone without speakers connected to do the monitoring ?
Alex
no problem using only headphones
Dear Ca-Booter,
Thanks for your reply and solution. But if it is so, a bigger problem comes.
It is because i used UR22C together with Cubase and try to do the recording. But i dont know why i cannot hear anything in both the PC speakers and the headphone connected in UR22C.
Even though the setting in Cubase is incorrect, i should hear some sound in either window’s speaker or headphone 
Poor me.
Thanks again for your help.
Alex
If you mean you can’t hear any Windows audio then check your Windows playback device.
Ideally you want the ur22c for Cubase and your onboard computer sound card for system and other sounds.
Hello Misohoza,
Actually i would like to set the output to Windows while the input is still from UR22C. I have just checked the Windows’ Audio and it works fine. I can play Youtube there and listen. But the input mic sound from UR22C can only be displayed in Cubase but cannot be listened. Even though i have connected the ST-H01 headphone to UR22C, still cannot hear anything… 
Alex
What about the mix knob on the interface, is it set to input or daw? Maybe set it halfway.
Do you hear playback in Cubase? Tracks that are already recorded.
Hello Misohoza,
Wish you have a happy weekend.
I will check whether the setting is correct or not again and as i found a very primitive video in youtube which shows the very initial setup of Cubase.
In Cubase, i can ONLY see the signal goes up and down but i cannot hear anything of the recording. I am quite sure that i can record the VOX.
Alex
hi Misohoza,
Thanks for your kind help. Finally i can make the sound out in phone. You are right. I havent set the knot in UR22C.
Thanks for your help 
The next step is to add addition instrument track to my project.
Alex