Basically, use the File menu, "I/O devices" entry to open the "Configure I/O Devices" popup and add 'direct_samp=2' to the Device String:
Then do File -> Start DSP, and the console window should have some text in it that looks like:
The last line is what tells you it is in direct sampling mode.
Keep in mind when RTL-SDR is in this mode the low noise amplifier is bypassed, so you'll need a good antenna and even then it can be a challenge to hear strong signals.
Regards,
RDP