Plugging Headphones into the HDTV's "Headphone" mini-jack should have worked.
Perhaps the plug didn't go all the way in...or the Headphone jack is defective....or the
HDTV's mini-jack is defective. Perhaps you can try with a different Headphone.....
I didn't see a Headphone jack output on the Pyle 30-watt Amp.
[Which would be attached to the "AUDIO OUT" (Red/White) RCA jacks.]
You might find what you need if you search for "Stereo Amplifier".
The fol. Pyle Headphone Amp has a 1/4-in headphone jack:
Other choices can be found if you search for "Headphone Amplifier".
To plug in Headphones with the smaller mini-plug, use your plug adapter.
Your Samsung HDTV has an option to select either INTERNAL or EXTERNAL Speakers (Audio Out).
Selecting the latter should mute the Internal Speakers, but the Audio Out level is always FIXED, so
adjust the Headphone Amp's volume control.