HyperX Cloud - no adapter

I use a HyperX Cloud headset for my PC. It didn't come with the flat rectangular adapter that I see in videos to combine my headphone/mic cables into one cable and be plugged into my Dualshock. Is there another way to connect it? Is there somewhere I can order a replacement? The only site I found was Kingston but it won't let me select a country to ship it to (I'm in Canada). Googling finds a frustrating lack of information about this.

Thanks in advance.