It depends how everything is hooked up.
The easiest solution is to have a MONITOR with your PC using DP or HDMI with audio and hookup the headphones to desktop speakers. (then change inputs on the monitor to toggle between PC and console).
Or use the headphone jack on the monitor/HDTV if that works.
If that doesn't apply then please explain what monitor/HDTV, Graphics card outputs etc you have.
Also whether the headset is USB or just single 3.5mm audio cable.