The Play:5 has a 3.5mm (headphone) audio-in jack and a 3.5mm cable you can connect from your CD player to the Play:5. Once connected to the Play:5 you can play the Line-in source (your CD player) on any other Sonos Speaker in your system.
The Play:3 does not have a Line-in so you can not hook up your CD player to your Sonos system through that. If you have both a Play:5 and Play:3 you could plug the CD player in to the Play:5 and listen to it on the Play:3, the Play:5 or both.
I guess you can, since it (at least the Play:5) has a Line-In that you can use for any sound player with a line-out such as a headphone outsource, the problem with this system is that it is extremely hard to understand and make it work. To use this line-in function is difficult and makes it vulnerable to loose wi-fi connection. If you have the bucks for this, you might buy something else. Just my advise.
Yes, you could use the "line in" option on the back of the Sonos player. The Sonos system is designed for streaming content. If you have personal content that you would like to play through the Sonos system you would do that by linking your Sonos System with your iTunes library and streaming that over your local network.
You'll have to use the line-in on the Sonos. You'll have to use a 3.5mm headphone cable plugged into the headphone port of your CD player. You will still need to have the Sonos connected to the Internet and a computer or iPhone/android to command Sonos to use the line-in source to play.
If you have a Mac computer and iTunes then you can also use line-in and an airport express.
There may be another way, but it depends on your CD player and the rest of your system.
The Play 5 has a line in jack but I don't think the Play 3 does. I use the line in of a Play 5 to connect an external audio source which can played on any zoneplayer unit. See https://sonos.custhelp.com/app/answers/detail/a_id/1091/~/using-the-line-in-on-a-zoneplayer