There are two kinds of consumer-level SPDIF connections, coaxial and optical. The coaxial connection uses a mono RCA connector, usually painted orange, to make it easier to differentiate it from video connections that use a similar connector. The optical connection uses a square connector called Toslink (Toshiba Link). Some equipment has both connectors; some have only one of them. Let’s see some examples.
In Figure 6, we have the back of a professional-grade CD player (Pioneer CDJ-100S), which has a coaxial SPDIF output. Note how it has a switch for you to enable this output. The other connectors are the analog audio outputs and a jack for an optional remote control.

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Figure 6: Example of a coaxial SPDIF output
In Figure 7, we see the back of a DVD player, which has both the optical and the coaxial SPDIF outputs.

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Figure 7: Example of optical and coaxial SPDIF outputs
In Figure 8, we have the back of a video game console, which has an optical SPDIF output as well as an HDMI output.

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Figure 8: Example of optical SPDIF output
In Figure 9, we have the back of an audio receiver, featuring an optical SPDIF input and a coaxial SPDIF input. See how, on this particular receiver, the optical SPDIF input is labeled “Video 2 In,” and the coaxial SPDIF input is labeled “DVD In.” This is important information because these are the names the equipment uses for these inputs.

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Figure 9: Example of an optical and a coaxial SPDIF input on an audio receiver