Ton of info on the site, check the sticky thread at the top.
Our ears hear changes in air pressure. Speaker cones push on air which then pushes on our eardrums so we hear sound. We hear changes between 20 changes in pressure per second and 20,000.
The speaker has an electric motor. The amplifier takes the very low-voltage signal coming out of any player - record player, CD player, etc. - and amplifies it enough to push the speakers back and forth far enough for us to hear sound.
None of that is going to help you understand the answer to your question about "how do I upgrade my car's audio". So check out the stickies.
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High-performance audio for BMWs