Be careful with the headphone output level, but you just match connectors. If it is a stereo headphone jack, then you need a stereo plug. And, the other end of that adapter has to match the interface input jacks - two 1/4-inch MONO plugs as left and right, for example. If the play device has other output jacks, they may be better.
"I run windows 10 with Presonus Studio one, with the Yamaha MG10XU as my recording interface."
It sounds like he's trying to connect something to the MG10U mixer/interface, either by a DI or headphone jack. It would be helpful to know what it is he's trying to connect.