The Woojer Vest Edge needs either a 3.5mm audio jack or a Bluetooth connection as its input. Headphones are usually connected via the Woojer Vest Edge's audio output jack. However, when using USB headphones on PC, you'll need to set up audio mirroring so that both the headphones and the Woojer Vest Edge work simultaneously.
Please refer to this article for setting up audio mirroring on your PC, using OBS - a free broadcasting software.