It can't be played through the AUX connection and you'll need a phono preamp. Two kinds of cartridges, needles if you will, are available. The more typical, at least it was when I was young, is the moving magnet. Those work just fine through a phono input. The less typical, are the moving coil types. Those cartridges output a much smaller signal that has to be boosted for a typical phono input. This would imply either getting a separate preamp for the phono input, or getting a phono preamp with variable amounts of gain.
When a record is recorded, an equalization is applied to the signal called the RIAA equalization. Hence when the record is played, a reverse RIAA equalization must be applied to make it all sound right. The phono preamp, in addition to boosting the signal, applies this inverse equalization.
A pretty nice article on RIAA is
here.
