Connect across speaker and LEDs should flicker in sync with music you don't need 4700 uf just 100uf and leds and 330 ohm resistor you may need to experiment with this resistor increase its value if LEDs are to bright and 100 uf you could use different coloured LEDs to a get nice effect
Tested and found 1000 uf capacitor a 1 watt cool white Led with 10 to 50 ohm gives good results I also have a high powered surface mount led connected as well and it looks good light output is in sync