For the most part, you will just plug the card into your mobo, install the drivers, plug your headphones into the back, then configure your sound options to playback accordingly.
You should not need any special cables. Also, Make sure you have room on your mobo for the card you are buying. Some soundcards are PCIex1 while some are PCI. They come in all shapes and sizes. With crossfire and SLI configs, it can sometimes be hard or not possible to fit them in.