The Play:5 or Five supports an Aux input so anything with an appropriate output. You could use a headphone output too, at a pinch.
Thanks! No recommendation for a specific walkman?
Isn't there just a single output on all walkmans: 3.5mm headphone jack?
So what @nik9669a is telling you is any speaker you own with a line in, you can connect the walkman to that speaker with a cable.