You didnt buy a DAC my dude you bought an amp (unless you forgot to add it to your list). Standalone DACs can't be plugged into headphones straight up they need to connect to an amp via RCA. The amp you linked has to be connected to your PC via USB then you hook your headphones up to them. I'm not sure if your mic will work through them though. Basically: PC ---> Amp ---> Headphones, or if you had a separate DAC: PC ---> DAC ---> Amp ---> Headphones.
This is one of the best builds I have seen on this website, hands down.