For audio devices requiring a 'line level' input, use the included capacitors. These are polarized electrolytic capacitors, so it matters which way you connect them. Connect the positive (longer) leads to the LOUT and ROUT pins, and the negative leads to the L & R pins of the headphone jack or L and R inputs of the audio device. The common (center) pin of the audio jack should be connected to the AGND pin.
If you have a v2 breakout, these capacitors can be skipped, they are included onto the breakout board itself.