The Sonos Connect unit can do many things when paired with other devices from the Sonos line of electronics like the Bridge or Boost and speakers. The Connect device itself however does not have a speaker internal to the unit, it must be used with an amp and external speakers in order to get the desired music listening pleasure.
The Sonos Connect is a completely wireless device when paired with an external amplifier and speakers. The only thing that the Connect needs to be wired to is your home router and the power source you are using. After that the rest of the system is controlled through the Sonos app.
To set up the Sonos Connect initially, first plug in the Connect to a power source. Next you will have to download the Sonos app to the device you are trying to set it up with. Then you can open the app and choose set up new system and pick standard set up to start the process.