Yes! Just connect the audio output of your device to the transmitter using the provided 3.5mm or phono/RCA cables provided. Many TVs have an audio output on the back. This is the best way to connect, but you can also use the headphone output. Check your specific device to make sure it has suitable output audio connections.
Headphones connected in this way can be useful if, for example, one member of the family enjoys watching TV at a louder volume, or for someone to play a video game without the whole room hearing the sound!