The left side cubby has a 3.5 male connector. Should fit 99% of all audio devices on the market.
To hear your audio source you must connect the 3.5 pin into your source player, turn the player on, then select AUX on your left lower dash to hear audio from your source through the bike speakers or your helmet speakers, and the later only if your helmet is connected to the built in comm system. That connector is a 5 pin by the way.
Alternatively there is a USB jack in your left saddlebag that will accommodate a memory stick with MP3 files, or an iPod touch. Same rules apply to hear the audio from the USB source. Set to AUX on the left panel. Check the owner's manual for compatible players and music format types.