Ragonix: Most CD players have a built-in DAC and can be plugged directly into an amp, like the MKIII, through their line-out jack. Some players will also have an digital, optical, coax or SPDIF output that can be connected to a DAC if you'd like to bypass the internal DAC.
Many players include everything in one, it's a matter of what you want to control separately. For example an iPod is a digital source, a DAC, and an amplifier- but you can bypass it's amplifier with the line-out dock or even the DAC with a digital transport.
Players will give you an option of what signal you want to get out of them. Some form of digital (optical, spdif, coax, toslink, usb...) output will let you use your own DAC and Amp. A line-out will allow a separate Amp only. A headphone or speaker out means the signal is already "DAC'd" and Amped.