That makes sense actually. I'm assuming when you said Maschine recognizes it, you changed your audio device in Maschine to your USB turntable? Unfortunately Maschine isn't like Guitar Rig, so it only has one audio device, you can't use one audio device as input and another as output, so that explains why you couldn't hear the audio.
I'm honestly not sure if it's possible to do what you're trying to do. Because the USB table will present itself as it's own audio device. If you had a Maschine MK3 or M+ then there would be a way, but with the software alone I'm fairly certain it's not possible.
I would take your table back and just get one with analog audio outputs. Then you can simply follow this guide and be on your way to sampling.
https://www.native-instruments.com/en/komplete-audio-1-quickstart/sampling-in-maschine/
If Maschine is seeing the device and you can see Audio bars moving, then press the RIGHT ARROW on Maschine until you see MONITOR (turn that on). You should be able to hear the input live.
I wouldn't connect the turntable's Audio L/R to Maschine unless you have a preamp in between, like a DJ mixer. Or unless the turntable has line level out. Phono level is very low and the Maschine's Stereo Line-in doesnt pump enough level for Phono Turntables.
I'd try what @Vic Angelo suggested first, regarding monitor mode. And as they mentioned you'll need a pre-amp to connect the RCA outputs of your table to another audio device as they are typically very low level. There are some newer turntables that have amps built in though. Do you mind sharing which model turntable you're using?
My Pioneer doesn't have USB, otherwise I'd give it a go to help. Sorry boss. Good news is phono amps aren't too expensive. I'm sure if you post back here for recommendations there's loads of people that can help you.
This isn’t working because as mentioned in reffahcs first answer, once you plug the USB turntable into Maschine and select it in order to have its audio come in, it becomes the audio interface Maschine is using, bypassing the internal one. Therefore also the audio output will be managed by the turntable’s audio interface. The only way to ear anything will be through its outputs, not through Maschine’s ones