It only works when the signal is very strong, and it's an AM thing.

I've done this as a kid. There was a powerful AM station nearby, enough signal for listening in headphones. Using a huge wire antenna, good ground connection, and an output transformer, I was actually able to feed just barely enough signal in a small speaker. Placing the speaker in a small transistor radio box (like a DIY speaker box) made it audible in my room at a soft, but decent level.

There were no batteries in the schematic. All the energy came from the radio station. Since only one strong station was in the area, I didn't even need an LC frequency filter - a germanium diode was the only real component besides the headphones (or speaker + transformer). One side of a germanium transistor also works instead of a diode. Silicon diodes / transistors don't work.

The signal was plenty for comfortable listening in headphones. I was able to even use metallic rain gutters as an antenna, and my hand as a "ground connection" and it still worked okay. I could impress my friends by touching one wire to the rain gutters, and AM radio would play in the headphones.

High impedance headphones worked better. For the speaker, the transformer basically was just an impedance adapter - speakers have low impedance, but the schematic required high impedance for best results.

Here's the schematic for headphones:

https://upload.wikimedia.org/wikipedia/commons/thumb/7/7c/Simplest_crystal_radio_circuit.svg/515px-Simplest_crystal_radio_circuit.svg.png

Replace the headphones with transformer + speaker if you wish, but don't expect a lot of volume even in the best case.

If there is no strong AM station nearby, then it will not work at all.

General info and more complex schematics:

https://en.wikipedia.org/wiki/Crystal_radio