These orange boxes are called "Playaways."
They are audio books that don't require a player of any kind
... because the player is built right in!
Great for listening when you aren't connected to the internet, and don't want to fuss with downloads.
After selecting a title, open the outer case and you will see a small unit about the size of a deck of cards. That unit contains the book AND the player together.
On the back are the controls. On the side is a spot to plug in headphones or to connect to a car speaker. (You provide the headphones or cable.)