Check your input and output settings in your DAW. In Reaper go to options > preferences > devices. Then select your audio device. Use ASIO in the audio system dropdown menu.
If that is all correct then it will probably be on the channel you have the plugin loaded on. Make sure you arm it for record and also make sure you have clicked record monitoring on.
If you are using the standard layout for Reaper then they should appear on the channel strip as a dark red circle and a little speaker symbol.