since the mk2 the digital warrior features a 3.5mm jack connector that outputs midi messages. its meant to connect a jack to midi din cable and not headphones, even if you do it, your ears will not appreciate (believe me i've tried).
currently there are two options in the setup mode. to output the sequencer notes, and to act as a midi through port. this means that any midi notes or cc's received through the usb port that do not belong to any of the 3 channels the warrior is set up (button, control and sequencer) will be forwarded to the midi out port. this way it can be used as a simple midi interface. also the midi clock is being forwarded at all times.
note that the midi jack cable is constructed specially. and the ordinary audio to din5 cables will not work because the leads are connected to different pins than the midi protocol uses.
if you want to construct your own cables here is how you should connect them. (viewed from inner side of the connector).
the tip of the 3mm jack is connected to the second from the right pin in the midi din cable (voltage), sleeve is connected to the middle ground pin and the ring is connected to next one on the right(signal).