Not sure what you mean about the VGA output on the speakers, it does have a DB9 connector that has to go to the subwoofer, and most likely custom-wired for the product (probably not a good idea to connect to anything else!)
Anyway, the PS4 defaults to the HDMI audio output so if your monitor has a headphone output you can use that and it should work. If your monitor does not have any audio output options you can also use the digital optical output on the PS4 (just go to your audio setup and select the proper output) you can connect to a DAC like
this which can convert both toslink and RCA digital to good old analog L/R line outputs. To connect up the speakers just get a cable like
this.