Hum so I will probably look quite dumb

but I would like some info on two things first off what do I need to send a track from my computer to an external effect and back. Do I need a mixer for this? Is ther a minimum of ins and outs I need?
(So far I plug an output one of the 2 external outs of my sound card( I have an M audio delta audiphile 192 with 2 in's and 4 outs)and send in the effect the in one of the inputs then I rerecord the track but I have to solo the track or I hear all the others two) Tried the busses in nuendo but it does not work
I would like to get a better sound card so changing it is not an issue
The other dumb question is how to I use headphones I have no headphone plug in my sound card
Well I feel kinda dumb right now but I really dont know what to do
please help