Connect the Speaker to the micro:bit as shown below. When attaching the alligator clips to the micro:bit, make sure that the clips are perpendicular to the board so that they are not touching any of the neighbouring connectors on the micro:Bit edge connector.
The quickest way to try out your speaker is to DOWNLOAD THIS HEX FILE and then copy it onto your micro:bit. Press Button A to hear a tune being played.
Visit the Blocks Editor in your browser and then from the input section add an on button A pressed block then from the music section add a start melody block and select the tune you want to play (in this case, entertainer).
Click Download and then copy the file onto your micro:bit.
You can also open the project in the Blocks Editor by clicking on the image below.