If the CD drive your using doesn't have a line out or headphone socket for audio then the only other way is setting it up with a player prog that can read the audio CDs and play them via Paula or AHI...
Only problem is using the SubWay USB even on my 060 Amigas is it's way too slow (resource wise) on the Amiga to be of any use for this unless you want to just listen to audio CDs (via PAULA/AHI) and do nothing else with your Amiga at the same time...

Best way to listen to audio CDs with an Amiga is to use an IDE/Atapi drive even with an 030 you can do so quite easily playing directly through PAULA/AHI and very easily using the line out to a set of external powered speakers...

The SubWay USB is great for a lot of things but CD/DVD drives it's not...
