The DDM4000 is not a device that will "show up" on the computer. Your midi interface is the device that will show up as the MIDI device on your computer.
The DDM4000 is just a midi controller. The midi parameters of the DDM4000 can not change, it is hard wired. You'll most likely want to use the MIDI learn mode in DJ software to get the midi control setup the way you like it.
You can choose which of the channels on the DDM4000 are selected as MIDI control OR audio.
Press and hold the BPM/ADJUST knob which is directly below the screen in the middle. Turn the BPM/ADJUST knob to MIDI SETTINGS. Press the BPM/ADJUST knob to select this menu. Use the PARAM/OK knob which is directly below the screen on the right, to select which of the four channels will be used for MIDI. When you're done press the MIDI START-STOP/ESC button to exit.