You can connect our speakers to PS4 in three ways:
1. Using a HDMI audio adapter:
Leave the HDMI cable connected to your TV for video.
Connect the HDMI audio adapter to the A/V port on the console.
Connect the white and red connectors on the stereo audio cable to the corresponding ports on the HDMI audio adapter.
Connect the connectors on the other end of the stereo audio cable to the speakers.
2. Using a TV's headphone jack:
Leave the HDMI cable connected to your TV for video and audio.
Connect the speakers to the TV's headphone jack.
Cable requirements can vary by manufacturer; see your TV manual for details about how to output audio to an external source.
3. Using the PS4 controller
Connect the speakers to the controller's headphone jack.
Go to Settings > Devices > Audio Devices > Output to Headphones
Select "All"
For further details please consult user manual published by Sony:
http://manuals.playstation.net/document/en/ps4/