Arduino Mega connect to 2.1 speakers
First, you need to figure out the bandwidth requirements and if this is possible at all. You need to do some basic calculations and answer the question if the Arduino and the different components have the bandwidth (byte/second) that is required.

The Arduino MCU (AVR) is too "weak" to do this on it's own. A special shield is required. Such as https://www.adafruit.com/products/1788

The Arduino Due has more processing power but still not stereo quality; https://www.arduino.cc/en/Tutorial/SimpleAudioPlayer

More info to be googled.

Cheers!