Push a stream of air from your throat through your open mouth. No tongue or lip contact.

Americans pronounce headphones as HEHD-fohnz (/ˈhɛdˌfoʊnz/). Stress falls on the first syllable — keep everything else short and quick. You'll hear it in sentences like "He's wearing a new pair of headphones".
Record yourself saying "headphones" and play it back. The mic stays on your device — nothing's uploaded.
2 syllables, 7 sounds. Tap a syllable to jump to its row, then explore each sound's mouth shape and how it's made.
Push a stream of air from your throat through your open mouth. No tongue or lip contact.

Drop your jaw moderately. Touch the tongue tip behind the bottom front teeth and lift the mid-front part slightly toward the roof.

Touch the tip of your tongue to the roof of your mouth just behind your teeth. Add vocal cord vibration as you release.

Lift your bottom lip to touch the very bottom of your top front teeth. Blow air through this contact point without voicing.

Start with your mouth slightly open, then close your jaw slightly as your lips round. Shift your tongue back slightly, then stretch the back up.
Touch the tip or front edge of your tongue to the roof of your mouth behind your teeth. Air flows through your nose.

Same position as S, but add vocal cord vibration. Feel the buzz.

The textbook way isn't wrong — it's just not how anyone actually says it.
In "headphones", the "d" is not released — the articulators get into position but hold without the burst of air. Air stops but there's no release burst — the articulators hold position.
Stress falls on the first syllable, not the others. Stretch HEHD — keep everything else short and quick.