I'm new to playing guitar but have practiced a lot and picked up on it quickly (been playing 2.5 years).

One of the things I'm working on is solo-ing and improvisation to jam tracks. I like the idea of the Pandora for effects but I'm curious if I can also plug headphones into it and play to jam tracks where music comes through headphones as well as my guitar playing sound.

If the Pandora can't do this, is there another device or computer program I could use to do this?

(Neighbors keep complaining so I have no choice but to play with headphones now)