on the speakers, those should also screw down. you would just strip some speaker wire long enough to wrap around once and tighten. or there could be a hole through the side where you just strip enough to go through. both cases you don't want to pinch the insulation. having a little wire sticking out is not bad, as long as it doesn't touch anything.
on the home theater you should have simular terminals as your speakers or some thing like this:
exceptions would be if your speakers/sub are self powered (plug into an AC wall receptical) or are low powered, then your home theater system may not have the power to drive them.