Can I listen to music in my car?

I asked a previous question, saying how I don't have an aux port in my car. But after further investigation, there's a button next to the "am/fm" button that says "aux". What's that about? I can't find a port anywhere.

Added (1). I have a 2005 Ford Focus. I think I will look into the fm transmitter, thank you all

Tell us what car you have and we can find out what your options and operations are if you can't. My 1998 Corolla has a cd button and aux, but there's no cd player in the car. There's an empty socket on the back of the stereo where a factory option extra unit can be plugged in, then that button can do something. My 2010 Corolla has an aux button on the stereo and on the lower section of the dash there's a socket covered by a rubber flap that has aux labeled on it. The socket is where you plug in a trs patch cord for your auxiliary equipment, such as mp3 player or phone, but it is not a Bluetooth device- simply audio input. The stereo senses audio input so pressing the aux button on the stereo turns on that option, but without something plugged in there nothing happens. Other manufacturers may do it that way or differently. Your owners manual will tell you a lot about it.

A couple of other options are, using an FM transmitter or using an FM modulator. The transmitter is simple to use, but susceptible to interference and signal drift. I've never seem one overcome those faults, but the one made by Monster seems to perform with the least interference Transmitters are often not very expensive and require no more than plugging in the lighter socket for power and a usb thumb drive carrying your music or a patch from your mp3 player. FM modulators, since they are closed circuit, seem to provide the strongest input with the least interference. They install hard wired, power, ground and input inline with the radio antenna. There's a socket on them fro plugging in your trs patch cord (aux cord). They can be easy or complicated in installation depending on the car you have. A lot of us have done this kind of work and don't find it daunting. That may be your case as well, but if not, installation by a pro would be a good idea if that device is your choice. On what make and model of automobile? Consult your owner's manual or ask you automaker's dealer service representative. That button is probably the aux cap. Pop it out and you will see the aux port (hole).
If there's a button for it (Not sure about the function of it, Probably on/off), you will find the port somewhere. In some cars, the AUX is located inside the center compartment.

Then, press the AUX button on the head unit. If there's no AUX input, you'll need to install and FM transmitter or get an aftermarket head unit with a AUX input. I would recommend getting an aftermarket head unit with a AUX input. Year, make and model of the car would help figure this out.
Aux button on the unit means that it can accept an optional aux input kit. It does not mean the actual aux port is present. It was an optional add-on feature before it became standard on newer cars.

You have different options to do this. You can get the proprietary aux kit, or an aftermarket aux kit that is compatible to your radio.
You can also use a cassette tape adapter if your unit has a working tape player.
Or you can use an FM modulator, or FM transmitter which is the cheapest option.

On what make and model of automobile? Consult your owner's manual or ask you automaker's dealer service representative.

That button is probably the aux cap. Pop it out and you will see the aux port (hole).
If there's a button for it (Not sure about the function of it, Probably on/off), you will find the port somewhere.

In some cars, the AUX is located inside the center compartment.

Then, press the AUX button on the head unit. If there's no AUX input, you'll need to install and FM transmitter or get an aftermarket head unit with a AUX input. I would recommend getting an aftermarket head unit with a AUX input.

Year, make and model of the car would help figure this out.
Aux button on the unit means that it can accept an optional aux input kit. It does not mean the actual aux port is present. It was an optional add-on feature before it became standard on newer cars.

You have different options to do this. You can get the proprietary aux kit, or an aftermarket aux kit that is compatible to your radio.
You can also use a cassette tape adapter if your unit has a working tape player.
Or you can use an FM modulator, or FM transmitter which is the cheapest option.