It defaults to being hand launched, so when it's selected it appears to be sitting in mid-air. At that point - before launching it - move your rudder stick without any throttle applied. You'll see one motor spin up or the other depending on which way you move the rudder stick. That's differential thrust, running the motors at different speeds to produce yaw. This plane doesn't have a rudder on it.
When flying, the rudder stick does make the plane turn on the yaw axis, just as if it had a rudder.
If you're not seeing that happen, please tell us more about your controller setup. I've tried a couple of different settings in the Controller Profile and I couldn't break it, but I might be missing something.