The speakers have a 40W RMS amp in them which powers both the desktop speakers and the subwoofer (don’t keep that one on the desk though :)).
Your description of how to connect it is correct and should work seamlessly.
Clearly we are not talking about anything high-standing, but for practice sessions it will certainly work.
One tip: don’t be tempted to use them for small home parties, as you most likely will blow them to smithereens.
And yes, when connected and setup properly, you will have sound on your headphones through the use of the cue buttons and the master sound depending on the channel faders and master volume control on the speakers.
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