^^ strip them, a lot of headphones have a coloured wax coating on them, so grab a lighter and quickly melt the colour off, get some shrink tube twits connections together, if you have some cheap headphones around or old aux cord, strip them, take some of the copper wire and use it to tighten up your connections by wrapping it around the individual colours then heat shrink it all separately
might not be pretty, but it will work, soldering stuff that small is difficult, plus connection will break because they arnt flexible like the coffer wire you would want to wrap around it, hope this all makes sence! gl