Hi Spanky1999
No worries, it indeed looks like you're new to this stuff, but that's fine - everyone is new to something at one point or another
In short - to be able to play sounds on any computer, you need a "sound card" (let's simplify, it can mean different things in reality) - something that will convert binaty data to an actual analog signal.
Edison does have a part of it, however it's not currently fully enabled + there's simply no audio jack for you to connect to as this audio piece needs some additonal components to form a complete solution.
So the easiest way is to get a USB sound card or an equivalent device - like USB DAC or USB headset (both these look to Linux as such "sound cards" and I've tried both to work fine with Edison). Even an external Bluetooth device supporting A2DP profile would be good enough for Edison to that matter. Or external active speakers with USB connection to the PC. These days you can find this "sound card" piece bundled in many different devices, some of which previously required a separate one (e.g. headsets or speakers).
Now back to your exact question - if you have namely a USB headset as you mentioned, then you should be good without any additional HW. If you read my blog post, then you'll see that I've actually used a Plantronics USB headset when writing it, not a standalone USB sound card