There is an aux port inside the center console.
However, if you have the Sirrus installed already, most likely the input has been hijacked by it into the head unit.
Two ways:
1) remove the Sirrus
2) add a switch box to allow both to co-exist.
See mazdaparts.org / CX9 page for such switch box.
Model after 2009 do not need this box. It became built-in.