SACD through headphones...

Can you play a multi-ch SACD through headphones?
Will you benefit in sound compared to a red book?
Yes. Any front end played through headphones should give you the same benefit as they do coming out of speakers.
It won't be multi-channel. 2 ch stereo only, which should be on every SACD. And yes, you should hear a difference, provided the SACD sounnd better than the redbook version-whici is usually the case.

Anytime the source is better, whatever is downstream will sound better.