Actually, this is easy to do, and doesn't matter what software you're using. You need to go into the Delta sw mixer/patchbay app. click on the patchbay tab and select the same source for both 1/2 and 3/4 outputs (say Wave input 1/2, or monitor mix).
You can get a little more complicated and set up a seperate sub buss in your software for the headphone mix, and drive that buss with one of your aux sends. Then set the output of the sub buss to Delta 3/4 outs, and your main stereo buss to Delta 1/2 outs. Back in the Delta sw patchbay, set the 1/2 outputs to Wave out 1/2, and the 3/4 outputs to Wave out 3/4.
You really need to read the directions on the Delta 66, there's stuff there that isn't all that obvious.
Cheers,
RD