Well...
...like the foot bone's connected to the leg bone, etc. sources(turntables, CDPs, recorders) plug into the appropriately-named jacks on your pre-amp/integrated amp/reciever and your speakers get connected to the terminal marked "speakers"...simple rule of thumb: "outputs" of one thingee gets connected to the "inputs" of another whatsis.
There are plenty of sites that have FAQ sections(this may be one of them) that can provide rudimentary wiring diagrams to connect nearly anything to nearly anything else...the previous paragraph should be sufficient to get you started, or at least familiar with some of the nomenclature.
jimHJJ(...simple, ain't it?...)