Depends on what you mean by connect.
You certainly can send music or other sound content wirelessly to a suitable "speaker" - ie one with a power supply, wireless receiver and amplifier. This is what is commonly sold as a wireless speaker. There is a small radio transmitter (or even maybe an IR transmitter) to attach to your source and a matching receiver attached to an amplifier and speaker, which you can position some distance away. No wires are needed, unless the speaker needs mains power rather than batteries. Batteries would probably mean a relatively low power speaker.
But if you want to send power from your amplifier to an ordinary speaker, no. Again you might send power a very short distance (mm rather than m) as a magnetic field, but you would need to add at least a coil of wire (and ferromagnetic core) to the speaker. The idea could be useful for getting through a thin barrier with a small amount of power maybe?