Assuming you have a stereo with RCA inputs (most stereos have these):
First, find an unused set of RCA inputs on the back of your receiver. If you're using a mini or micro system, you may have to use an adapter to connect the RCA cables.
Next, take your audio cables and plug them into the appropriate outputs on your CD player. The left output will usually be marked with a white circle, while the right is marked with a red circle.
Once both ends are plugged in, turn on your receiver and CD player. You should see that the display on your receiver says CD or something similar. If it doesn't, press the input button until it does.
Now adjust the volume to your liking and press play on your CD player. You should now be enjoying high-quality sound from your CDs!