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In a word no. The Sonos app is just a controller. There used to be a headphone socket on the Gen 1 Play 5 so you could pick up one of them. I don't see the need though. Surely you have a phone or PC that you can play music to headphones from?
oh I see.
Maybe a connect with phono male plugs lead to 3,5mm female lead.
https://www.amazon.co.uk/Ollivan-Universal-Stereo-Female-Adapter-Black/dp/B015446ZMI/ref=sr_1_13?ie=UTF8&qid=1528967914&sr=8-13&keywords=phono+to+3.5mm
To be more clear --- I'm trying to find a way to use my headphones through the Sonos app, but without using any of the Sonos speakers. Think listening to the music within Sonos without waking the baby.
As was said, you can't do that. The controller is just a controller, it reads data from your sonos devices and sends them commands, it does not read the music data, just the tags.
If you use one of the streaming services you can stream that to your phone or tablet. You can also stream your music library, maybe using Plex?