The ASIO4ALL driver is for latency purposes and has nothing to do with monitoring.
you need to engage the USB button and possibly a mix knob (my Mackie uses a mix knob) not sure about the Behringer but this video will explain details. Go to 8 minutes, 57 seconds and pay close attention.
For what its worth, these mixers are not a great source for recording multitrack. they will get by but not professional in any shape, way or form. They are geared toward recording live performance hence the reason they have no driver and expect you to use ASIO4ALL. I use my USB Mackie as a sub mix for my drum room. My interface is a Focusrite which allows multiple inputs and signed drivers from Focusrite.
In other words, if your going to end up getting serious about recording, get something else.