How does one add a headphone analog audio out jack to a stereo TV which has only 2 tiny weak speakers and only a coaxial digital audio out orange RCA type jack?

You would have to purchase a Digital to Analog converter and connect the SPDIF (orange RCA connector) to the D/A converter's digital input via a RCA/SPDIF cable. Then you would have to connect some type of headphone amplifier to the line outputs of the D/A converter.