I went and looked up a picture so I could see what you’re seeing. The internal speaker is plugged into the far left speaker output, and is 16 ohm. Unplug that, and run a quality speaker (not instrument) cable between that output and the red “From Amplifier” input connection on the Ox. Set the dial in the back center of the Ox to 16 ohm. Make sure to turn on the Ox before you turn on the amp. At this point you could plug in headphones or connect to a mixer and play. You don’t have to have a speaker connected. In order to use your speaker, plug the cable from the internal amp speaker to the “To Speaker” connection to the left of the red input you used to connect the amplifier’s output. This is where you may need that extension.
I encourage you to read the manual, and keep it close by. All of the above, and a huge amount more, is in there. We’ll help you sort anything you don’t understand.
The purpose of the Ox Box is to make your amplifier more useful. It does this in several ways, but make sure you understand the amp attenuation and rigs parts for a good starting place. This is a truly professional level piece of gear, so don’t worry if you don’t get it all on first use. Read, watch some videos (Pete Thorn has a couple of good ones using the Ox Box), and experiment. It will come to you, and it’s a lot of fun to learn.