I am using a Windows computer and Audacity as the recording software. I do not hear or see any audio signal from the X2u in my recording software, but I see audio on the X2u LED indicator. Please help.
From within the recording software, you must select the Shure X2u, or "Shure Digital", as the input device. That selection is made from within the Audacity program, under the "Audio I/O" tab. This step is necessary because the computer will often have multiple audio input sources, such as the built-in sound card, the built-in microphone, etc. Manual selection of the audio source applies to Audacity and other recording software.