No direct connection. iPhone 3GS (2009, iOS 6 max) and Xbox 360 (2005) lack shared protocols: no AirPlay, no Bluetooth audio, no USB mass storage class for music.
iPhone 3GS is obsolete (no security updates, app support gone). Extract music via iTunes on PC → use PC as media server for Xbox 360. Or buy a Bluetooth receiver ($15) for your speakers/headphones and pair iPhone directly.