The analog sound generating circuits is the electronics inside the Microbrute that produces the sound. It is already connected. As I said, read the manual that came with the synth. Everything is explained there very clearly.
Really, you should read the manual before starting to ask questions on the forum about the most basic things of the synth.
But I'll give you some brief help: connect your headphones to the headphone out on the Microbrute (or connect a 1/4'' instrument cable from the line out on the Microbrute to an amplifier or an input on your soundcard). Turn up the volume on the Microbrute, press down and hold a key, turn up the level of one of the waveforms (I suggest the Saw for the most basic synth sound), set the filter to LP, and turn the Cutoff knob fully clockwise. You should now hear a sound.
Now, again, go read the manual.
And please don't spam all the subforums with the same or almost the same question.