I tried to use it without a audio cable and it worked (I had to stay quiet though)
I would recommend using a splitter, as it allows you to transfer at higher speeds. I use this one: (https://www.amazon.com/gp/aw/d/B006T65CXE/ref=psdcmw_2267280011_t1_B00IX17RZY).
Makers4Good is the main seller, by the way (they were Extrasensory Devices).
EDIT: Updated link, old one was for the set which was more expensive.