Yes, you can connect the power supply via the supplied plug into the mains socket OR connect via the lighting circuit.

Either an existing ceiling rose or junction box by wiring in a single plug socket or terminating the plug to a fused spur, with a 3A rated fuse. 

(Make sure that the live is not connected to the switched Live otherwise the speakers will only become active when switching on lights) 

All electrical wiring must be done by a qualified electrician to avoid damage to the product and for your safety.