No, it's unlikely you'll be able to build a suitable amp with that transistor. First, you'll need more then one transistor to have a decent amplification of the audio signal, especially stereo and second: given your question I doubt you have the knowledge to succesfully build a DIY amp.
There are a few options for you:
# Buy a cheap speaker set for a walkman. Brandnew for about a tenner, 2nd hand for a few quid.
# Use Google to find a suitable circuit, there are plenty out there.
# Learn about electronics yourself. Again: there's much to be found online, but your starting point has to be http://www.elektor-electronics.co.uk/
(hint: there are integrated circuits that do it all for you and do a much better job then you could ever achieve yourself)