My fairly modern computer, originally released in 2014 (yes, that's modern compared to a lot of the computers I own), has no sound card.
I picked up a Yamaha AG06, which has a USB connection and creates both audio inputs and audio outputs to/from my PC. I can quickly plug in my phone or a Bluetooth receiver (which my phone connects to), and get other audio into my headphones with very little trouble. I prefer it this way, and if my next PC has onboard audio, I'll probably disable it in favor of the AG06.