As others said, start with the Tape Deck PLAY OUT connected to the Azur's TAPE IN connection. To hear what's playing from the cassette deck, go to the Azure front panel and press the TAPE MONITOR button.
The recording connection for when/if you make new recordings to cassette can be either REC OUT 1 or REC OUT 2. They both give the same signal.
Whichever source button you select (AUX, CD, Tuner, DAB etc) sends that signal to both REC OUT sockets. That's how a signal gets to your cassette deck for recording.
Here's the same info in pictures from the manual. I have highlighted the main bits.
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