The cable you need is a 3.5mm jack plug which connects to the Airport Express. The other end needs to be a 5 pin din. (Your BeoSound 3200 auxilliary socket has 7 pins but the extra two are not required). You just need to determine how far away the mains socket is to work out length of cable.
The only setting up required is to register the AE to your network. When you start streaming simply select the AUX function on your BeoSound 3200. This can be done manually on the unit itself or via the Beo4 remote if you have one.
You may need to add the A.AUX command to your Beo4 if it isn't already there. If you need instruction on how to do this just ask, its a simple process.
Regards
Opman