If you have a keyboard with built-in speakers, we recommend you use those. Just select 'I use a keyboard with built-in speakers' in the sound settings. 

If your keyboard does not have speakers, you can use the speakers of your device. Please select 'I use a keyboard controller.'

If you'd like to use headphones when practicing, please plug your headphones into your device - not into your keyboard's headphone jack. Then, simply choose 'I use headphones.'