I'm assuming that you want to hear the signal that's going into the oscilloscope (as the scope shouldn't normally be generating signals, I guess, unless you're talking about the trigger out on the back).
So you'd need a TEE connector.
Then you can use a tone generator wand (that you'd normally use to pick up the signal from the tone generator).
Then, simply use a BNC to female banana connector (or you can just use a regular BNC or regular coax wire and get *very* close to the center BNC wire). You'll hear whatever sound it's making, through inductive pickup.
This won't work for frequencies out of your hearing range (or out of range of the speaker), so something like 50 Hz - 20 kHz.
Pretty cheap way to do it, though.