Since the chances of a failing cable (unless it got seriously stuck somewhere) are near zero, I am gonna guess it’s a settings thing.
In settings you need to set “split output” to on.
If you have everything connected up correctly, you should now hear your main track (watch your crossfader) come out of the speakers and the cue signal out of the headphones. Be sure you set the headphone level under split output when you switched that on.
Some info here also: http://help.algoriddim.com/customer/portal/articles/579241-preview-a-song-through-headphones-pre-cueing-