Make sure that the DJM-400 and the audio interface are turned off.
Insert the power cable into the DJM-400.
Insert the ends of the pair of two-pronged stereo cables into the pair of left and right stereo output ports on the audio interface.
Insert the ends of the stereo cables into the pair of left and right "Phono/Line" input ports on the DJM-400 and set the "Line/Phono" dials to "Line."
Connect the end of a USB cable to the USB port on the audio interface and then connect the other end to a USB port on the laptop.
Turn on the audio interface and the DJM-400 and the laptop will recognize that new hardware has been connected to the computer.
Install any software that's necessary to use the audio interface on the computer. Your audio interface will either come with a software disc or the software will have to be downloaded from the manufacturer's website. The DJM-400 doesn't require software to work.
To install software from a disc, insert the disc into your optical drive and run the .exe file on the disc. An installation wizard will guide you through the procedure from there.
If you have to download software, don't save it to your computer unless you have to. You should run the program from the download location and the installation wizard will guide you through the procedure and put the files in the appropriate location.