Well the Dot has a speaker on one of it's circuit boards, albeit only a very tiny one.
So I'm sure, given the right knowledge you could run wires from the speaker points to something external.
Two issues spring to mind. Firstly of course it will be Mono. Secondly the power to the speaker, given it's tiny physical size which is way way smaller than the diameter of the Dot itself will I'm guessing be quite low.
So that might require a little bit of something extra between the speaker and what the external speaker needs.
I'm surprised there is not more info on this.