Can 737NG GPWS and other warning voice lines/sounds be played in headphones instead of cockpit speaker?
No, the pilots cannot disable audio warnings or switch them over to headphones only. They are always send to the speakers and all headphones. The pilots cannot even adjust the volume for these warnings. This is to make sure that these warnings can always be heard regardless of any intentional or accidental misconfiguration of the audio control panel.


  Audio warnings for altitude alert, ground proximity warning, collision avoidance,
  and windshear are also heard through the speakers and headsets at preset volumes.
  They cannot be controlled or turned off by the crew.


(Boeing 737 NG FCOMv2 5.20.1 - Communications - System Description)

The typical altitude callouts from the GPWS are:


  Approach Callouts
  
  Radio Altitude Callouts
  
  [Option - Typical]
  
  The GPWS provides the following altitude callouts during approach:
  
  
  2,500 feet – TWENTY FIVE HUNDRED
  1,000 feet – ONE THOUSAND
  500 feet – FIVE HUNDRED
  100 feet – ONE HUNDRED
  50 feet – FIFTY
  40 feet – FORTY
  30 feet – THIRTY
  20 feet – TWENTY
  10 feet – TEN.
  
  
  Note: Callouts at 1000 feet and 500 feet are based on barometric altitude above
  the landing field elevation; callouts at 2,500 feet, and below 500 feet are
  based on radio altitude.
  
  DH/MDA Callouts
  
  The GPWS provides height callouts based on the altitude set by the Captain’s Minimums selector.
  
  Callouts are based on radio altitude when the MINS selector is set to RADIO. Callouts are based on barometric altitude when the MINS selector is set to BARO:
  
  
  DH/MDA plus 100 feet – PLUS HUNDRED
  at DH/MDA – MINIMUMS
  


(Boeing 737 NG FCOMv2 15.20.17 - Warning Systems - System Description)

All of these callouts are airline options and can be disabled by individual operators. There are also callouts at other altitudes, which are not listed here. See also Does the Boeing 737 NG have &quot;5&quot; radar altitude callout?.