The second-type derivative nonlinear Schrodinger (DNLSII) equation was introduced as an integrable model in 1979. Very recently, the DNLSII equation has been shown by an experiment to be a model of the evolution of optical pulses involving self-steepening without concomitant self-phase-modulation. In this paper the $n$-fold Darboux transformation (DT) $T_n$ of the coupled DNLSII equations is constructed in terms of determinants. Comparing with the usual DT of the soliton equations, this kind of DT is unusual because $T_n$ includes complicated integrals of seed solutions in the process of iteration. By a tedious analysis, these integrals are eliminated in $T_n$ except the integral of the seed solution. Moreover, this $T_n$ is reduced to the DT of the DNLSII equation under a reduction condition. As applications of $T_n$, the explicit expressions of soliton, rational soliton, breather, rogue wave and multi-rogue wave solutions for the DNLSII equation are displayed.