Audio outs of the MPC into the audio
inputs of your audio interface.
The interface you listed only has two audio inputs so you can only record two outputs of your MPC at any one time. If you intend utilising the 8 outs of your XL (if you have them) then you will have to solo or mute tracks in song mode and stick to recording one or two tracks at a time. You will probably have to solo tracks regardless so that you can record each 'instrument' to a unique audio track in the DAW and then mix down the song.
Otherwise you can of course just record the entire beat as a stereo master directly into your DAW but that would be very limiting as you would not be able to mix individual instruments.
I cover the full process of recording tracks from an MPC2000XL into many popular DAWs in my dedicated '
MPC-DAW' books, but I also cover more general set up in my
Beat Making on the MPC2000XL book.