The datel headset works rather poorly, actually. It isn't a very good headset.
The headset is easy to use, though. Go into your settings menu and scroll down to the accessory settings. In here select audio device settings. And here you should see input device and output device-select your headset for both of these. Now, when you are playing a game with online chat enabled you should be able to hear it fine over your headset. You can always test your microphone level in this section to make sure your microphone is working properly.