Guitar Audio
You need to connect your guitar to a mixer then outputs tape the mixer to the inputs of the device meeting. It is difficult to know what type of connector you use, but I think that is probably the small earphones. Adapters are available for connecting the mixer to the m-audio session. Any small, cheap mixer should work for it. I like the Behringer Xenyx 502 or 802.
(R)evolution of Rock Guitar-Fractal Audio Axe-Fx Ultra Preamp/Effects processor-Part II-Ketil Strand