"Analogue" (with or without the "ue" on the end) refers to the sound you hear, with your ears. The waves of sound you learned about in school, in science class hopefully. For audio, it can be stored on cassettes, vinyl records and reel-to-reel tapes, to give some examples. On those it is stored as groves on the records or differences in the magnetism on the tapes.
"Digital" refers to the storage of an analogue sound as 0's and 1's on a computer, CD, SACD, DVD or any of the other modern music systems. To convert an analogue waveform to digital, the waveform is sampled a certain number of times per second -- for CD quality (16/44.1) this is 44,100 times, and each sample is given one of 65,535 different volume levels (2^16 = 65535). That's where the numbers come from.
The twin RCA outputs on a CD player output an analogue signal, which goes to your amplifier where it is amplified, then to your headphones or speakers.
CD players, however, also have, usually, a single RCA socket which outputs a digital signal, that is, the raw data off the CD. They often have an optical digital output as well. Nowadays, some have a HDMI digital output, which is more like a computer's digital video output, except it contains the audio signal as well, in digital form.
SACDs contain a higher resolution digital signal, that is, more samples per second and far greater different volume levels for each sample. However, to stop people making digital copies of them, SACD players are limited in that they aren't allowed to output the higher quality data on the SACD as a regular digital signal from the digital output(s). They are limited to just the analogue outputs (after the digital data has been converted back to a regular sound) for this.
Does this make sense? It can be very confusing if you don't know how digital anything works in the first place, down to what binary data is.