First of all, we need to get audio running from your digital piano into the computer. This means you need an interface. Here's a link for a very basic one that's also pretty easy on the wallet:
I have the same one which I found at a local music store for around $30 CAD. The piano will connect to it using an RCA connection (my piano only has 1/4" outputs, so I picked up 1/4" to RCA converter cables). Now all you have to do is select the interface as your audio input.
This next part may be difficult to answer, simply because I don't know how your wireless headset connects to your computer (USB? 1/8" jack? Bluetooth?) Ideally, you would just plug regular headphones into the headphone jack of your new interface, and select the interface as your computer's audio out. Now you can hear your piano audio and computer audio through the same headphone output.
Okay, so that's all great, but if you want to use a headset, our solution is going to change, and we will need to use software to do it, especially if you are using Linux (I think that's what you're indicating?). Any USB headset should work for this, just make sure there are Linux drivers available if needed.
You will need a free open source program called Audacity. This is recording software, but we are just going to use it to route the audio coming from your piano (through that interface I mentioned earlier) to your computer's output (your new USB headset).
To summarize the headset solution:
- Computer's default input device will be the USB headset (so you can talk through VoIP)
- Audacity settings will have an input of your interface, and an output of your USB headset (piano in interface, out headset)
- Computer's default output device will be the USB headset (so you can hear all computer sounds, including the piano).
The downside to this solution is that your latency will be somewhat dependant on your computer's specs, and it might also be inconvenient to launch Audacity every time you want to play piano.