It should have came with one, I'm not familiar with that exact headset but if it didn't come with one this is what you would most likely need UNITEK Gold Plated 3.5mm Stereo Female to 2 Male Y-splitter Aux cable with Separate Headphone / Earphone/Microphone Plugs, Aluminum Case 20cm/8inch https://www.amazon.com/dp/B01LXT0YGT/ref=cm_sw_r_cp_apa_u5XgAbV7MGSKD
you need to use a 3.5mm TRRS splitter that gives you 1 pink microphone and one green audio jack. ~~IIRC there should be one included with the Hyper X Cloud 2 package.~~
edit: nope, for some reason Kigston decided to include an airplane adapter, not a 3.5mm TRRS splitter...
When I said split the headphone and mic, I meant using one of these: https://www.amazon.com/Y-splitter-Separate-Headphone-Earphone-Microphone/dp/B01LXT0YGT/ref=sr_1_18?ie=UTF8&qid=1493476131&sr=8-18&keywords=mic+and+headphone+splitter I was not specific, this splits the mic and the audio on the headset. from there its just a question of connecting the mic line to the right place and the headphone line to the right place.
I'd imagine that the headset has only 1 connector, the regular 3.5mm plug. In this case what you're looking for is 3.5mm female to male y splitter (ie. https://www.amazon.com/dp/B01LXT0YGT/ref=cm_sw_r_cp_apa_i_yuBeCb8PXKKA7 )
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You'll need a headphone / mic splitter adapter.