Audio sent to the headphone mix depends on where the fader is set on the mixer.
Please ensure that you have a source of audio going into the mixer and its properly gain staged as per page 4 "Level Setting Procedure" of the manual.
Link: https://pae-web.presonusmusic.com/downloads/products/pdf/StudioLiveARSeries_OwnersManual_EN_19092017.pdf
When you move the fader for the channel up you should hear this channel through the headphones. If you can not hear the sound in the headphones please check the following,
- If the "PFL" button engage? If so, disengage this button and retest
- Does the "Signal" LED show signs that audio is coming into the channel?
- Is the Pan set to "C"
- Is the EQ section all set to '0"
- Is the channel "Muted"
- Have you ensured that you headphones are working on another device?