Plug the output of your audio source into the input of your headphone amplifier. The type of audio cable needed depends on the output jack or jacks found on the device you listen through.
Plug your earphones into a channel on the headphone amplifier.
Adjust the gain, or volume control on the headphone amplifier to set the desired volume of your headphones. If the headphone amplifier has multiple channels, there will be a volume control for each headphone output.