Well, the fastest way to get a response would be a search
This topic is covered actually very well, quite often, and I think broken down enough for most of the average newbies to comprehend it (although I am very aware there are threads that go way over our heads at times
The next fastest way is to keep reading:
Do what it takes (satisfy the dependencies, install from source or whatever) to get Grip installed ( www.freshmeat.net
). Then, ensure you have an actual audio cable running from your CDROM drive to the sound card and that your sound card works in Linux. The audio cable is necessary (for a short while longer and there are currently a few exceptions, however this is the "standard" and we can vary later) as Linux (currently) does not handle DAE (Digital Audio Extraction - The process of transferring audio via the IDE cables) via a standard kernel.
Afterwards, plop in your favorite AudioCD, bring up grip, click play and have fun. Ensure your volumes aren't muted, and that your speakers are on