A 3.5mm stereo cable will make the connection as jsmithepa says..
The problem you may have is that a portable CD player may not have sufficient buffering to compensate for the motion of the car. Early car CD players were pretty bad that way. Skipped all the time.
I would suggest that you rip your CDs to mp3 files and use a USB stick to access them. Lots more convenient although the sound won't be as good.