Let's say you have one instance of FTDXRC running on your remote base server and one as client at home. If the transceiver's CW sidetone audio is not transferred to the client with your remote audio/VoIP software, you can generate the CW sidetone locally on the client computer soundcard.
Check Generate CW sidetone on your local soundcard. The sidetone can be generated either when sending the Morse characters from the client to the server (recommended) or when Morse character echoes are received (echoed back) from the remote base (not recommended!). If you have more than one soundcard installed choose the right one from the Soundcard combobox. Set a pleasant Pitch and a Volume relative to the soundcard's standard volume.