Those connectors will take bare wire. They are thumbscrews as well as banana plugs. You unscrew them counter-clockwise and stick the wire under the screw, or there may be a hole in the shaft.
You will need something like this, if your player has enough power to drive them. If not you will need an amplifier.
http/www.monoprice.com/Product?c_id=102&cp_id=10218&cs_id=1021808&p_id=650&seq=1&format=2
Just cut off one end and carefully strip off about 6 inches or so of the outer covering. You will have either 3 wires or 2 wires and a bunch of small wires (the shield) wrapped around them.
Two wires are the left and right and the shield or third wire is common to the two. If it is a shield, just split it in half and twist the wires together to hook to the black tagged speakers you want to use. If you want to hook them all up, just connect the shield to all 4. then strip about 1/2 inch from the left and right, and hook them to the speakers you want to use.
If you need an amplifier, something like this works surpisingly well:
http/www.amazon.com/gp/offer-listing/B0049P6OTI/ref=dp_olp_new
or (better pictures)
http/www.parts-express.com/lepai-lp-2020a-tripath-class-t-hi-fi-audio-mini-amplifier-with-power-supply--310-300
In that case you would just need a standard audio cable (3.5mm to 2xRCA) from your source and plain wire for the speaker connection.