You will need to have a decent soundcard with a line out and use a 3.5mm cable to hook up to the Line In on the back of the E9.
That or even better would be getting a DAC. The Fiio E9 was designed to work best with the E7. The E7 has a DAC. What you do is dock that to the top of the E9. The E9's usb cable would go to the computer, and that's it. The DAC will act as an external soundcard, and will bypass the one on the computer. You plug in your headphones to the E9 and voila. The two front jacks are nearly the same. The smaller one has a 30ohm resistor so that you can connect really easy to drive headphones, and gives you more travel on the volume pot. Otherwise, the bigger input is made for most harder to drive headphones.
The pre-output is for desktop speakers that have their own volume control (like the Logitech Z2300). The E9 is very versatile.
So what connection would I have to get say to hook these up to Logitech Z 5500 speakers. I only have the E7 right now but am gonna get the e9 eventually. And from what I can tell, the Fiio E7 is far superior in sound to my creative Xi-Fi card so I definately want to hook my speakers up to the Fiio.