Outputs on the 12-pin GPIO are described in the hardware interfaces document for each player (for example, this page).
The Switch/LED connector is a DA15 Female. This connector is used to allow the player to control external LEDs or other devices requiring 24mA of current or less.
Connecting to an LED
Connect the LED outputs to the LED ANODE
Connect the LED CATHODE to ground.
If you want to connect another player, then the output is capable of sourcing or sinking up to 3.3V at 24mA, but there is a series resistor of 100Ω in each line. The connector also allows the connecting of external contact closures to the ground.
Connecting to a Switch
Connect one side of the switch to the switch input
Connect the other side of the switch to one of the ground pins on the DB15 connector
The connector can also supply 3.3V at up to 500mA to an external device. The 3.3V output is polyfuse-protected and can source up to 500mA. If one player is driving the inputs on another player, then you can drive at most three inputs from one output. The following calculations explain this limitation:
The GPIO outputs have 100Ω series resistors; the GPIO inputs have 1K pullup resistors to 3.3V; and the input threshold on the 541 chips is 2V high and .8V low. The high voltage is not problematic, but the low voltage can be if there are too many inputs connected to one output.