As others have said, there are several ways you can do this.
1. Aux cable is probably the best way if your head unit has an aux input. This is basically just a cable with a headphone plug at both ends. You can get them anywhere that sells electronics for about 5 bucks or less.
2. Bluetooth is the cleanest way since it is wireless, but you need to have a head unit that supports A2DP.
3. Cassette adapter. Cheap and easy if your head unit has a cassette player. These have been around since the days when everyone had those portable CD players.
4. FM transmitter. These can be a little expensive for one that works halfway decent (around $50) but your only option if none of the above options will work for you.