There is no way to convert a 2-channel audio card to do 4-channel audio. Best you can hope for is to change 2-channel stereo into 2 mono channels. It’s effectively what the DJ splitter cable does. And then you tell the software to send the main signal to the L and the monitor/headphone signal does.
On the assumption that this IS what you are trying to achieve, you have all you need to work it. The DJ splitter cable will take the left signal from the internal soundcard and offer it in one output mini-jack as mono in both channels. From the other output mini-jack you will get the right signal from the internal soundcard, also in mono in both channels.
Except from a cable from the mini-jack to the speaker you need nothing more. The headphones plug directly into the other output from the DJ splitter cable.
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