I've done this (actually produced a CD with the DP24 and Reaper) ... use the EXPORT function, as above. Once on your PC create a new Reaper project. Select Insert/Media Items, select files from the folder you saved them to, then select Separate tracks. Reaper will import your files. Save your project.
If you're going to be doing this for more than one song it will behoove you understand Reaper's options for the storage of the stems, and get things organized before you start importing. For instance, in settings you should tell Reaper to create a new folder for every new Reaper project when it's created (project1 etc), which you would do BEFORE you add any files to the project. You should also name the folder in which Reaper finds the project's tracks, which will always be under the Reaper project folder (always "Audio Files" as below). Getting organized BEFORE you start working will go a long way to keeping things straight later.
My usual directory tree goes like this (for clarity every line should be indented below the one above it, but this lame editor won't do that!):
Drive name
Reaper
Project1 name (usually song name)
Audio Files
Trackname1.wav
Trackname2.wav
...
...
Project2 name (usually song name)
Audio Files
Trackname1.wav
Trackname2.wav
...
...
This forum isn't about Reaper, so perhaps I've already said too much. ;-)