To practice with your headphones on while still hearing the app's sounds, your piano needs two things:
1. MIDI ports or a "to host" port
2. An AUX IN port
First connect your device to your instrument via MIDI. You find step-by-step guides for each device here in our help center.
Then, plug in one end of an AUX cable into your instrument's AUX IN port and the other end into your device's headphone jack.
Last but not least, plug your headphones into your instrument's headphone jack to hear both, the sound of your device and the sound of your instrument. That's it!