Most video projectors have one or two built-in speakers for occasional or office use, but the quality and power are generally not sufficient for qualitative home cinema sound.
There are several configuration options for connecting a speaker for the projector

Classic Connection

The typical configuration for home theater use is usually to connect the source to both the projector and the audio equipment.
The sound transmission between the source and the home theater system can be done by analog (RCA), digital (S/PDIF), wireless (Bluetooth/Wi-Fi), or directly via HDMI connection.

Analog RCA: two analog coaxial connectors, red and white or red and black, for stereo sound. This is the historic audio connection, which you will find on almost all equipment.

Digital coaxial (S / PDIF): digital sound is transmitted via a single coaxial audio cable: stereo or 5.1 sound.

Digital optics (S / PDIF): digital sound is transmitted via an optical connector. The type of signal transmitted is the same as for digital, stereo or 5.1 coaxial.

Wireless: if the source and the amplifier are compatible, you will be able to transmit sound without cable via Wi-Fi, Bluetooth (or Bluetooth apt-X, for better sound quality). Very practical for use with a smartphone, a tablet, a Chromecast or an Apple TV for example.

HDMI: digital sound is transmitted directly via an HDMI cable. If the decoder or Blu-Ray player does not have a separate HDMI audio output, the video projector can possibly be connected to the output of the home cinema amplifier (pass-through, see below).
For sound quality, digital connections (coaxial, optical or HDMI) are preferred, provided you choose the right cables.

Alternative connection

It is also possible to connect your audio equipment directly to the video projector (if it has an audio output). Again, this is a “pass-through” connection: the image and sound are sent to the projector via an HDMI cable, and the sound is then sent back to your home cinema system or soundbar.

However unfortunately many video projectors unfortunately only offer a “stereo” audio output (RCA or jack).