No sound comes out even if I press the Master Cue button or the Headphones Cue button when the DDJ-200/DDJ-WeGO4/DDJ-WeGO3 is connected.

Check the followings depending on the audio you are monitoring.

When monitoring Master output
　-Check the Master Level.
　-Check the channel fader of the playing deck.
　-Is the crossfader on the playing deck's side?

When monitoring Phones output
　-Check the Headphones Level.
　-Is the Headphones Select button turned on?

In both cases
　-Isn't the Play/Pause button tapped to Pause?
　-Isn't the Tempo -100%?
　-Aren't all the EQ knobs turned fully to the left?