USB Audio Adapter for Zero W. How to get sound from it

I am very much a beginner at Raspberry Pi.

I’ve just got a one of those USB Audio Adapter’s (to use with one of them pirate radios (Zero W) Can someone link me to a step by step guide (very easy one please) of getting it set up so I can listen to music via headphones as I know it doesn’t have a jack with the zero. Thanks.

Or Could I just do it via forcing the sound from HDMI to 3.5mm and nothing else. Will I get sound from the USB Audio Adapter if I do that.

I would like to do this ASAP.

Thank you.

This is the USB Audio Adapter if it helps.

I will connect another cable with it also so it will connect to the PI board.

I did see you need to change the confusion file with the line output_device = “hw1” in a comment but that’s all it said.
If anyone knows how to do that, please tell me. (Step by step so I can understand it)

NOTE: I still want to be able to get audio from the pirate radio built in speaker as well as headphones.