My setup would probably require an entire essay but I will try and explain it briefly:
I have my xbox in my bedroom where I have my PC but I don't have a TV to hook it up to so instead I hook it up to my PC monitor, in order to do that I connect the xbox by using a special AV cable that splits off into audio and and video, the video is a VGA but my monitor is a DVI only so I must use an adapter to connect that. Then for the audio there's a red and a white cable, they connect into a joiner that connects the two into one, and that is then connected to a female to female adapter and then finally I can plug in some speakers or headphones to it. It's as complicated as it sounds, but I spent about $10 on the cables and it saves me a lot of room than if I was to buy a TV just for the console.