Using headphones with Elk LIVE is as easy as can be but there are a few things to keep in mind.
Even though there are two headphone jacks on the front of your Elk Bridge you can only use one jack at a time. If you are connected to both jacks the 1/4 inch (the big one) will override the 3,5 mm (the small one).
As there are no physical controls on the Elk Bridge you control the headphone volume with the master volume fader in Elk LIVE.