You don't! Ray only needs to be connected to devices for which you use a remote control, in order for Ray to take over the function of that remote. If you have standalone, external speakers that simply play the audio from a TV or A/V receiver, you don't have to do anything specifically with those speakers during Ray setup.
However, if you do have an A/V receiver, make sure you connect that device to Ray; you'll find details in Connecting with Your A/V Receiver.
Also, be aware of the difference between standalone, external speakers (which are usually set up in pairs, and sometimes multiples) and a soundbar—which is a kind of "all-in-one" external speaker that sometimes has its own remote control. Learn more in Connecting with Your Soundbar.