How can I play the sound from the audio in through my speakers?
If you don't have Garageband installed you can also use Quicktime.


Open Quicktime
Go to File -&gt; New Audio Recording. You will see the following screen:

Click on the little triangle on the right and choose Built-in Input: Line in as shown in the screenshot.
Slide the volume under the record button up until you have the desired loudness.