Firstly ensure that the Remote driver is installed on your computer. Then, as long as the Remote 25 is the selected MIDI device in Audio MIDI Setup (OSX) or in Sounds and Audio Devices (Windows) and selected as the MIDI out port in your sequencer, all data from your sequencer will be sent to the Remote through the USB connection.
In the Global menu on the Remote you can select whether the MIDI data from USB is routed to MIDI out port 1, MIDI out port 2 or both ('USB to MIDI out' page).
How do you know it works?
If you connect a device to either of these MIDI out ports and send messages from your sequencer which it can receive then you will see/hear the changes. The Remote itself does not act upon MIDI messages - it is a device designed only for sending and routing MIDI messages. You could test the MIDI out by connecting it to the MIDI in of the Remote (make sure the MIDI in is routed to USB only in the global menu). Use MIDI Monitor (free to download from www.snoize.com) to monitor the MIDI data being received from the MIDI in port - it should be what you are sending from your sequencer (make sure Remote is selected as the source in MIDI Monitor).