1. Your phones should be plugged into the front of the mixer, below the main fader (just mentioning it here as some have overlooked the socket in the past)
2. The phones level in general is set with the knob marked 'Phones'. Set it somewhere between 9 and 12 o'clock.
3. In the monitor section select 'Solo' to listen to the solo bus, and select 'Solo' on the aux you want to monitor.
4. The solo bus level is set with the knob marked 'Cue'. Set it to where the level similar to when you listen to main.
5. And then of course make sure something is actually sent to the aux. You can check by switching the meter bridge to 'Aux'.
Hope that helps