I don't have a microphone for recording right now, all I have is some apple headphones. Should they still work? If so how do I get them to work, I've gone just about everywhere in the program setting to tinker with with but nothing works. The program also recognizes the microphone but doesn't capture any sound when I record.

I couldn't tell you the first thing about Apple products.

Bluetooth

I'm guessing it is a wireless headphone with microphone built in? Assuming it doesn't use some Apple proprietary thing and uses standard bluetooth (and, of course, your computer supports bluetooth) you should be able to pair it to your computer and access it as a recording device that way.

Minor caution here: I've found that Magix products though aren't very intelligent for this kind of stuff - you'll probably need to close the program and reopen it. They also bastardized an open source tool for their gapless recording - which doesn't seem to include support for headphones and microphones. So you may need to avoid their ASIO whatever and use the normal audio driver.

Cabled

If it is a set of cabled earphones - it'll probably have a third channel for a microphone. That probably won't work on your audio card.

However, all is not lost. Few people know this - but the design of a speaker is very similar to the design of a microphone. You can, actually, plug most headphones into a microphone port AND use them as a microphone - just be aware it will be quieter and more bassy than a real microphone.