So depending on your needs, try the library that best fit your needs. TMRpcm might be easier for beginners. Both libraries should work with the same connections. You can take the information about the connections from here and use the TMRpcm library with that.
You want even more, multi-channel audio playback, digital filters, mixers, DSP functions? Then take a look at the [http://www.pjrc.com/teensy/td_libs_Audio.html Teensy 3.1 Audio Library] using a serious (but still affordable) ARM Contrex M4+ micro controllerbut still using the Arduino IDE.
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