Use the output on the back of the CD player, the RCA jacks you would use if connecting it to a stereo at home. You'll have to choose either the left or the right channel. Doesn't really matter.
Plug one end of a cable into the CD player, cut the RCA plug off the other end and punch it down at your TN. Might need to make a longer cable, or solder an RCA plug to some telephone wire.
We connected a CD player in this fashion to the PBX and the volume and everything was just fine...even over several thousand feet of cable. CD and PBX were in two different buildings.
Where I was at the time, nobody worried about licensing. We played any CDs we wanted within reason. Mostly Top 40 stuff from the 80s (Huey Lewis, Billy Joel, Chicago) and Christmas stuff.
Where I'm at now, there were complaints about using unlicensed music from the public, even though they really didn't know if it was licensed or not. We play canned stuff, but you can go to the ASCAP website to look into the proper type of licensing for your organization. It's a flat annual fee typically for MOH.