i dont even know how they connect / work !
There are wires attached. Those are basically speaker wires, so you need to use it with some amplified source.
The unit itself needs to be stuck on to something using double sided tape. Basically it is the "motor" of a speaker and whatever you stick it to is the "cone" of the speaker. Obviously it works best stuck to something lightweight and stiff - basically anything with similar properties to what is actually used for speaker cones. I've heard that cardboard and foam/poster board can work. Use your imagination and creativity! Note that it should be possible to remove it from whatever you stuck it to with a bit of elbow grease and reattach it to something else with some new double sided tape.
I actually own a pair (Dayton branded - PE's house brand? Cost a lot more ) but haven't used them yet.
any amp products you'd recoment YoyoJellodaddio?
If you want something cheap to play with, look for the T-amps. There are two sold under the Dayton name (I think Sonic went bust). One around $45 or so which includes a power adapter and is enclosed in a nice plastic box. The other is the bare guts plus the volume control for $20. There are also similar class D/T amps being sold at PE as Shure, ranging from 2x2W to 4x100W. These are bare PCB with no power supply and no volume control. Good for a hobbyist. Dealextreme.com also has some similar amp PCBs for pretty cheap.
If you want to be able to use it right away instead of having to build/power it yourself, get the $45 Dayton T-amp.
Pyle also makes some small amp boxes with volume control, but I'm not quite sold on the quality. For some reason many people love the T-amps, saying they sound almost as good as old fashioned tube amps. I also have a Dayton T-amp and it sounded fine to my tin ears, albeit at lower volume levels due to low wattage output.
Oh, and stop calling me YoyoJellodaddio.