Hi, I'm Nathan.Sorry to hear that you're having trouble with this but I'll do my best to help you.
The pioneer is only a player, it outputs a line level signal, so you can't connect speakers directly to it, you need a receiver or amplifier.
So the cd player hooks to an amplifier, and speakers to the amplifier. The cd player connects with a standard red/white stereo rca cable.
Do you have an amp and speakers already, or need help finding them?