To use media keys on the Ducky One 2, you must record a macro to bind the media function to a hotkey combination, i.e. Fn plus some key.
Important: In the instructions below, "Press X+Y+Z" means press and hold key X, press and hold key Y, press and hold key Z in that order, and then release all three.
As an example, to bind Fn+PgUp to the play/pause media function: