Looks like you're working through it.
The generic driver is an all-purpose data control driver, something most modern computers have in several flavors. The Roland vendor driver is an actual device control driver, so it knows to look for the audio connection that will let you play the RD2000 into the Mac via USB.
Once you've got that, your laptop's audio output is going to be connected to the HS8's, right? I'm guessing via a TRS split to TS pair (aka stereo insert cable)?
The RD2000 SHOULD have its own device manager or Mac software mixer channel that you can configure, but be warned: if you're used to effectively zero latency, you'll have ~2-3ms latency going via USB thru the motherboard bus to the audio output.
As for getting hold of the audio files, I may or may not have used an open-source program called SoulSeek in the past, principally for acquiring hard-to-find audio or stuff only in formats I didn't have. It did become useful for "borrowing" songs to line up in a DAW later, and I'd try to make up for that by playing via the spotify stream as soon as I had a certain song licked. Not to open an ethical can of worms, and I hope I'm not in any terms violation by mentioning the software; let the record show I want the legally recognized entities in question to derive payment for their work just as I myself would.