I see, so it comes with an adapter, just not the kind you need.
Well, if you want to try it using 2 different adapters at once (which would be the one you have+ the first link I sent) or running with one adapter only (the second link I sent).
Output is for headphones. Meaning the sound is coming 'out' of the device. Input is for microphones, meaning the sound is going 'into' the device.
Since it is only recognizing your headphones and not the mic, then the 3.5 mm jack would be only output.
This is why the adapter is needed (or the combo as mentioned above) to make it work through the USB port. USBs are input/output. You can't make an output only 3.5mm jack into an input/output one.