Do you connect speakers to receiver or amplifier?

Depends on what your definition of "receiver" is, but most of the time - to the amplifier.

Consider:

if the receiver is some form of a device that receives some signal, and then decodes it to audio, then the receiver will hook into the amplifier, which in turn will drive the speakers (so the speakers go to the amplifier)

if, on the other hand, the receiver is a part of a wireless connection between the amplifier and speaker, then it really serves the role of a cable, so in essence you're again connecting the speakers to an amplifier (only using the receiver as an intermediary)

You would have to specify your case.