How to output audio from two sources to a set of headphones?

This might not be a Windows specific question, but here it goes. I play Warzone with my bro a lot, while I talk to him on my phone. I was wondering if there is a way hear both the warzone sounds and phone conversation through a set of headphones? Also I don't ever chat with people online, that's why I use the phone with my bro. Thanks.

An audio mixer like this: https://www.amazon.com/Maker-hart-Ju...dp/B0824Q3WY8/

You can get rid of the phone and use something like Teamspeak or Discord.
These seem to be the most popular amongst gamers.
https://www.teamspeak.com/en/
https://discord.com/