For the best sound from your Mac Pro, it may be a good idea to connect external desktop speakers. You can connect standalone speaker systems or receiver-based speaker systems quite easily. If the cords are managed correctly and if both the volume levels on the speakers (if applicable) and on the Mac are monitored as well, the process should move smoothly.
Make sure your Mac Pro is ready to go. The keyboard, mouse and monitor should be plugged in, and the power should be on.
Set up your speakers. Plug all necessary cords together as described in the speakers' user manual. Plug in any power cords and connect speakers to the receiver if that's how they are supposed to be connected.
Check volume levels. Turn your Mac's output volume to zero by using the keyboard volume controls or by the sound icon in the menu bar (close to the clock). Turn your speaker or receiver volume to zero (if applicable) as well.
Find the audio ports on the Mac Pro. There should be a headphone jack on the front of (marked with a headphone icon) and on the back (marked with a sound icon similar to that in your menu bar). Most speaker systems use the headphone (or sometimes called the "Audio Out") port to connect. It's your choice to use the front or back port--they should have the same function.
Find headphone plug needed to connected to your speakers. If you have a multisplitting speaker system (usually more than three speakers) you may need to purchase (or it may be provided to you) a headphone splitter to connect all the plugs from the speakers together into one plug. If you are using a receiver, you may need to purchase a headphone (3.5mm, 1/8-inch) to dual phono RCA cord. This cord has red and white plugs on one end and a headphone plug on the other end. The red and white plugs will go in the "Aux In" "Auxiliary In" or "Audio In" red and white connectors on the receiver.
Connect the headphone plug to the headphone port of choice on your Mac Pro. By this point you should have a single headphone plug (sometimes of various colours) in your hand that connects in some form to your speakers. Plug this headphone plug into either the front or back headphone port on your Mac Pro.
Check the power. Again, make sure your Mac Pro is on and your speakers (and receiver if necessary) are on and ready.
Turn receiver to "Aux." If you are using a receiver, make sure it is set to "Aux" or "Auxiliary" mode--otherwise you won't be hearing anything.
Cue up music or audio to play and raise your Mac Pro's audio to the level you like. One way is to have your Mac audio up all the way and then use the volume adjustment on the speakers to control volume, but this can be done vice versa. If your speakers don't have a volume adjustment, you should be hearing sound. If your speakers (or receiver) have a volume adjustment, start to turn that up as well until you hear your audio.
Refer to both your Mac Pro manual and/or speaker/receiver manual for more information.
Always be sure of volume levels--you don't want to blow the speakers.