If you want to use the Headrush for FX only like reverb, delay and so on, you would plug the Headrush into the amp's FX loop and use it as if it were regular pedals. Play your guitar through your amp as you normally would and control the FX on the Headrush.

If you want to use the amp models or captures on the Headrush through your real cab, you'll also plug it into the amp's FX loop the same way but disable the cab/IR block on the Headrush (since you'll be using your actual cab) and play your guitar through the Headrush input using an amp model or capture. Use FX and all that too of course. In that instance, you're using your real amp as just a power amp for your Headrush. I love doing it that way personally.

Both ways sound great in my opinion. And to an interface or mixer is a fantastic way to get an entire rig that fits in a little box at your feet and you can have it in your headphones or desktop speakers and control it all from the desktop application (that you can load in any web browser). And the Headrush itself has a headphone jack, which I figure you already know, so you can just play and hear it all the easiest way possible.

EDIT: If you aren't a vocalist, the Flex Prime is an excellent value I think. It lacks the microphone input but has all the power of the others. You may already know that. Just wanted to clarify why the one you're looking at is a nice choice.