How to send VLC Player audio to headphones rather than PC speaker?

This solution (from here) resolved the issue:

1. Open Tools/Preferences and at the bottom of the list,under "Show settings" switch from Simple to "All".
2. Under Audio, Expand and select "Output module" and change Audio output module to "Win32 waveOut extension output".
3. Under "Output module" select "Waveout".
4. Select Audio Device. In the dropdown, select your output used for your headset and click save.
5. Restart VLC.

Note that in my case the restart of the VLC application was definitely required! It may also mean that when I previously tried various different settings without restarting VLC, the changes may actually have worked after restarting VLC.