Depends on what kind of connections you have in your car.
That's part of what I'm wondering about. So there is more than one way to do it?
Yes. Most stock head units have just an aux jack to use. Some (such as my father's 2013 Kia Optima) has an aux + USB connector (although to use an iPod and have it work correctly you need a special cable for it). I have an aftermarket JVC head unit in my car with a USB connection that controls the iPod from the head unit.
If you have no connections like this in your car, then you need a tape converter or an FM transmitter.