It makes somewhat of a difference if your computer is a PC or Mac. Assuming PC, you'd need to route the Montage's audio out your PC's internal sound path using something like Voicemeeter.

What you're going to end up with is a laggy (high latency) sound that doesn't immediately come out your speakers - so the experience is going to be horrible for live playing. But it "works".

Consider a relatively inexpensive headphone for now. Even something you already have - like in-ear wired phones that come with most cell phones (you'll need to spend a few USD for an adapter). Those are going to sound horrible - but still better than going through your computer in terms of latency.

Thanks for the reply. I'll give this a try. I suppose I cannot plug USB Headphones directly to Modx right?

On Windows you don't need any extra programs even. If you open up the Sound Control Panel, you can open up the properties for the MODX under Recording, then go to the Listen tab and check "Listen to this device" and select which device you want to hear it through.

Thanks Brian, will this solution have latency issues as well? I am totaly fine with some small latency as long as the instrument is playable

There's going to be some latency there too.

I haven't tried it, but you might be able to get lower latency by installing ASIO4ALL (so you can pick the input from the MODX and the output from your speakers), then using a DAW (like Cubase AI that the MODX comes with) to route the audio from the MODX to your speakers/USB headphones.

You could also check the inputs on your computer monitors too; since you've implied they have built-in speakers they may also have a 3.5mm input jack like mine do. If you do, then you can buy a cheap stereo aux cable and a cheap 3.5mm to 1/4" adapter (if you don't have either of them) and connect it to the headphone jack on your MODX. If you go with 5 feet, then the pair is about $10 on Sweetwater.

On Windows you don't need any extra programs even. If you open up the Sound Control Panel, you can open up the properties for the MODX under Recording, then go to the Listen tab and check "Listen to this device" and select which device you want to hear it through.

On Montage (I don't have a MODX) - I had better luck using this approach when I did not load the Yamaha Steinberg USB driver. Once I loaded the Yamaha Steinberg USB driver, OS-based routing was more difficult to do (requiring something more sophisticated to handle the routing) . Perhaps MODX is more straight forward due to the differences in ins/outs or just a more forgiving ordering that lends itself to working better for this approach.

Here's another solution which might be of interest to Mac owners who want to use a single audio interface for multiple synths and virtual instruments.

I have a MacBook Pro and route USB audio from my synths (MODX and Roland JD-XA) through MainStage and then out of my RME Babyface Pro audio interface in conjunction with virtual instruments etc. This is completely possible with low latency (I use an I/O buffer of 64 samples at 96kHz) but you must set up an "aggregate device" in macOS Audio MIDI Setup utility and turn on drift correction so that e.g. the MODX 44.1kHz digital input is sample-rate converted and slaved to the 96kHz clock of the Babyface Pro. This sort of sample rate conversion works great on macOS and means you can use a single set of preferred DAC converters for all your audio. (I prefer the BabyfacePro DACs to those inside the MODX.) Means all the mixing of sources in handled in one place (MainStage) too.

I do not have studio monitors nor headphones to plug directly to my modx in order to hear its sound.
Is it possible (over usb) just to output the sound on my computer monitors? (no sound cards etc).

No. You need to get more gear.
Like the Reese’s candy ad says: “Not sorry”... but seriously... the computer is not specifically designed for music... it needs help!

The MODX audio that is transmitted Out via USB is digital - not audible by human ears.
The audio that we listen to is analog audio and is output by the MODX Phones jack and via the back panel 1/4” Main L/R Outputs
If you have no analog output, you can’t hear the MODX. It is digital to analog conversion that is necessary to monitor (listen) to your MODX... more on that in a moment.

If your computer has no soundcard, then you cannot connect any speakers — so I’m going to assume you’re mistaken about that. If you can hear YouTube videos, it has a soundcard. You want to use an external soundcard (audio interface)... connected to an external sound system.

And the music the computer is able to do is consumer level (at best). Let’s divide the computer user market into two large categories: those who PLAY music and those who only PLAYBACK music.
1) those who playback music — well, that’s everyone.
2) those who play music — the rare bird called “musicians”, that’s us!

The non-musician (I call them ‘civilians’...) make very little demand on the computer CPU where music is concerned. This is because their primary issue is PLAYBACK, only. This is true when you contrast it with what musician’s require...
Musicians, however, not only want to playback... they want to add new material while the computer is playing back other material. Then, you’ll want to play it all back and you expect it to instantly and magically, in time! This is actually incredibly complex. It is possible, but still you have to appreciate how incredibly complex this is.

The difference in CPU processing between these two processes is HUGE. So big, in fact, an entire sub-industry of products exists to assist your computer to accomplish the task. Musicians, to be great, must practice to play the correct pitch, with the right tone/timbre, at the appropriate volume... and because all musicians have rhythm, at the right time. This timing thing is so fundamentally important, that a few milliseconds of delay can be critical and ruin everything.

An entire sub industry of support gear exists to deal with this... and include Audio and MIDI interfaces, Studio Monitors, Remote Control Surfaces, etc,

Fortunately, for you, the MODX has both an Audio and MIDI interface built-in... and has a Remote Control Surface built-in... allowing you to control computer functions from the keyboard, like start/stop, record, rewind, adjusting volumes, etc. when you are using compatible software.

The MODX provides two kinds of analog audio outputs (that is in addition to the digital USB audio output it sends to the computer).
— in order to hear the analog audio output you have to provide either headphones to connect to the Phones jack, or a sound system capable of handling musical instrument inputs (not your computer or it’s built-in sound system)
_ in order to hear the digital audio output that travel via USB you need a D-to-A (Digital to Analog) converter before your speakers can make sound this means a soundcard/audio interface.

Connecting your MODX to the computer and attempting to use your computer sound system is NOT RECOMMENDED, period.

Why? You ask...
When you hit the Spacebar to playback a music file on your computer... the “civilian” doesn’t care that it might take 200 or even as much as 350ms for play to begin... you hardly notice it.

Any delay between pressing a Key and hearing the sound is troublesome for the “musician”... when the delay reaches a scant 30ms you CANNOT play... you start to laugh and realize this is intolerable, untenable, impossible!

Yes Latency... this is the time it takes a computer to receive-process-output the audio.
You need to create a situation where you can either reduce this delay, or better, like with the MODX, avoid it altogether. You do so by using the analog outputs of the MODX directly connected to your sound system (Phones, or Studio Monitors).

Playing along with computer audio that is itself almost ten times later than *impossible*, and then adding your own slightly delayed sound... well, this is why all the additional gear exists... to solve these issues. You can either monitor “direct” or utilize the external low latency tools that must be added.

What you can do
First, purchase a proper sound system for your MODX. You currently do not have the basic sound system to play your instrument. Studio Monitors (recommended), Headphones (recommended).

Question for you: How do you monitor (hear) your MODX right now?

Warning: Do NOT “adapt” the LINE level Outputs of your MODX to any mini-plug aux in you find on your computer!!!! Please do not do this...