As mentioned, I don't use the D8B as the center of my studio, so I'm not as familiar with a lot of these kinds of features... but I got curious and looked into how this works... I hope I got it right:
I was confused about what the physical outputs that correspond to "Cue 1" and "Cue 2" even are, that are mentioned in the "Copy Mix to Cue 1/2" print on the desk. I looked in the manual, and this seems to simply refer to Aux 9/10 (Cue 1) and Aux 11/12 (Cue 2).
So, I think this means that you would start by having your Headphone Section 1 (or 2) set to "Control Room", and then build the mix in the way the talent/performer should hear it under headphones.
Then you hit the "Copy Mix to Cue" button.
Then, on the Display, you select "Cue 1." A message will be displayed, that the Level/Pan settings have been copied to Cue 1.
Finally, you just push the "Aux 9/10" button in the Headphone 1 section, and you hear the Cue mix, that is also being sent out via Aux 9/10 over your headphones, when connected to the Headphone Jack 1.
Now you can go back to use the Faders/Pan controls to change your Mix how you want to hear it over the speakers/control room.
The same applies for Headphone Out 2, and Cue 2 (Aux11/12), of course.
I just tried all of this, and it works for me, here.
I actually learned something useful by doing this... setting up cue mixes with the rotary encoders was too much of a pain, IMO (I don't mind using the Aux sends for that on analog desks, but here, with the "shared" rotary encoders, I didn't like it at all), so I only tried once before and abandoned the idea.
Maybe I'll actually use the D8B for setting up Cue mixes now, instead of doing this through my audio interface. I actually like how this is solved on the D8B and find it quite convenient!
Thanks for asking how to do this - figuring it out, taught me a useful lesson/workflow!
Hopefully it's helpful for you, too!