Yes, but you may be only to connect one. Invest in a soundcard if you don't have one or use the built in soundcard of a DJM mixer.
[SOLVED] Question about connecting SDJ-05 to PC
I'm thinking of buying SDJ-05 for production wise, and I want to know if I am able to connect SDJ 05 directly to PC.
To clarify what Gavin meant ... you'd need a splitter to send signal from the line/headphone output of the computer to two speakers. If you don't use a splitter, you'd only be able to connect one speaker.