zudiosol:
When I connect the coin cell (V+ and Ground) to the sensor and output to the speaker it doesn't work.
Output to the speaker...?
A speaker needs a fluctuating input to create sound. A steady DC output from a sensor would do not much except creating a small "POP" sound when connecting/disconnecting.
Also i'm quite certain that the power of the output isn't high enough to power the speaker. The output of most sensors is somewhere in the few milliAmps. You need an amplifier at least!
What type of sensor are you using?