It appears that the D-sub connector on the breakout box is a female socket. That being the case, you just need to buy a matching 15-pin male D-sub plug (and the shell to cover it).
The pins numbers are marked on the plastic substrate of the plug, and you have the diagrams above too. (Just pay careful attention to whether the diagrams are showing you the solder side or the visible front side of the plug, because the two are obviously opposites of one another! The pin layout of a 'front view' of the socket is the same as the solder side of the plug...)
All you need then need to do is solder short wire links between the appropriate pins on the plug, as detailed above, to 'loop-back' the analogue outs to the analogue ins, effectively bypassing the normal route via the computer.
With the wire links soldered in place and carefully checked (it's easy to get solder bridges between adjacent pins if you're new to soldering D-subs), you can fix the shell over the plug. The shell gives you something to hang on to when installing or removing the loop-back plug, as well as providing some screening (assuming it's a metal shell) for the wires inside.
Does that help?
H




