Just plug your stereo system or speakers into the audio port on your AirPort Express using an audio cable or have your AirPlay-enabled output devices connect to the same local network as your iTunes library.
When you open iTunes 10 or later on your Mac or PC, you'll see an AirPlay button at the bottom right-hand corner of the iTunes window.Clicking on the AirPlay button will let you control where you stream your content.
Add AirPlay to your current network
Simply connect your stereo system to the audio port on your AirPort Express using an audio cable and plug it into an electrical outlet. Once this is done, AirPlay wirelessly links to your existing network, letting you play your music in your room of choice with AirPlay-enabled output devices without moving anything or connecting anything else.
AirPlay-enabled output devices other than AirPort Express may connect to the network in other ways. Refer to the instructions from the manufacturer for more details.
Listening through multiple speakers
With AirPlay and iTunes 10 or later, you can listen to music through your computer speakers and multiple AirPlay outputs.
The maximum number of outputs are three to six in typical conditions. The number that works for you will depend on your environmental conditions (such as building composition and local radio interference), distance to the outputs, and available network capacity relative to your other usage.
Controlling multiple speakers
You can use the Multiple Speakers window to control the relative volume of your output devices.
If you set the softest output to most closely match the Master Volume, when you adjust the Master Volume, you have more precise control over that output.
You can adjust Master Volume in the Multiple Speakers window or by using the main volume control in the upper-left corner of the iTunes window:
Louder AirPlay outputs can be set to a lower volume to better control the extra power.
Controlling playback on the go
The Remote app allows you to control iTunes or Apple TV from your iOS device. If you are streaming from your iTunes library and step away from the computer, take your iPad, iPhone, or iPod touch with you to control the iTunes library.