When you say amp, I assume you're referring to a receiver or an integrated amplifier or a power amp with preamp connected. You can't connect the CD player to a (power) amp itself.
Just simply connect the analog RCA output from the CD player to the analog RCA input on the receiver, left to left and right to right. On the receiver, this input is labeled as CD In or Aux In. You must use a shielded audio cable for the connection to minimize interference.
If your CD player has digital output, you can connect it to the digital input on the receiver. You'll need either a digital coaxial cable or a digital optical cable depending on the type of connection your CD player and receiver have.
If this is not a joke, then yes, you can connect your cd to an amp which I assume a power amplifier and NOT a receiver. Some amp will have volume control in the back but it's not convi. The Boston Audio amp has volume control in the front so if you can purchase one, then you can use your cd player for sound processing and the amp for adding juice to it.