Connecting a host computer and the Apple II requires one (if only bootstrapping) or two (if doing disk transfers) audio patch wires. They are available from electronics retailers worldwide; Radio Shack has a part number 42-2387 (stereo) and 42-2420 (mono). Either should work; the Apple is only going to speak mono anyway. The wires need to have 1/8" plugs on each end, like this:

In the example images below, I have a convention for white and black wires. The white wire connects the host audio out to the Apple cassette in. The black wire connects the host audio in to the Apple cassette out. Just like serial connections, the transmit and recieve lines are "crossed."
Host operating systems differ in how they control the audio in/out devices. However you control yours, you need to need to direct your sound card to listen and speak on the plugs you will be using. For example, cards often have two different inputs: line in and microphone in. You would need to use your sound card's control panel to specify which one you will be using for this exercise. Note that the host's output volume control should be set at 50% of the maximum; this is probably substantially louder than you would normally listen to your computer's speakers.
Connect the host computer's audio to the Apple's cassette ports with two patch wires:


But beware the Apple //e's questionable iconography - they were still learning to be user-friendly. Note that the in- and out-"ness" of the Apple //e cassette port icons are counter-intuitive. They seem to be reversed from what you might expect, doing a literal transliteration of the picture (i.e. Cassette-out means arrow away from cassette, right? Wrong!). Be sure to follow the example carefully.

The circuit board layout on the //e is identical to the Apple II+ with respect to the cassette ports - so just follow the white wire ("white to the right") and you'll be ok.
Host computer examples:


If you are only going to use audio to bootstrap, you only need to connect your host's audio out to the Apple's cassette in (the white wire in these examples).
Note: The host's output volume control should be set at 50% of the maximum; this is probably substantially louder than you would normally listen to your computer's speakers.