Guests can hear your HQ Audio as soon as they join, but they can't send their own until you, the Host, turn it on for them. This stops someone joining mid-Session and suddenly playing loud audio into it. It's also the most common reason a Host can't hear a Guest's DAW.
On Basic you can do this for your one Guest. On Studio you can turn it on for as many people as you like at the same time.
Turn it off again when you no longer need it. Leaving a Guest's HQ Audio on when nobody is using it can interfere with Automute.
To send audio from their DAW, the Guest needs the free Sessionwire Audio Plugins installed, with the Send plugin on their main output. They don't need an account to download them. See Download and install Sessionwire.
A Guest without a DAW can choose their audio interface as their HQ Audio Source instead.
Set your HQ Audio Destination to the Sessionwire Receive Plugin and put the Receive plugin on a track in your DAW. See Record someone with the Receive plugin.
If you've turned on their HQ Audio and their meters stay flat, the problem is on their side. Check that their HQ Audio Source is set, that the Send plugin is on the output they're playing through, and that they're pressing play. See Why can't I hear anything in a Session?