That's normal that it does not seem to work. With a little bit of basic knowledge in electronics, you would understand that you can't hook an 8 Ohm speaker to the output of a CMOS circuit, especially if there is still a low pass filter with a inner resistance of 10kOhm in-between. The 10k resistor forms a voltage divider with the 8Ohm speaker.
The 4077 outputs a signal with 9Vpp which corresponds to 2.25Veff since the audio component is a triangle signal. With 8 Ohms after the 10k resistor, there remains a voltage of 2.25 * 8 / 10008 = 1.8mV which gives an output power of 0.4 uW which is inaudible. Thus you have to hook that simple theremin to an audio amplifier which will be capable to drive an 8 Ohm load. You may use an active speaker from a computer sound system and connect the theremin's output to the tip of the audio jack and the ring to GND.
Then you may already have a working theremin but you will perhaps still not yet hear anything because that circuit has so huge tolerances that the audio signal will be higher than 20.000kHz and thus be inaudible. You will have to connect a frequency counter to pin3 of the first 4093 (the one with the antenna at pin 2) and note the measured frequency. Then you connect the f-counter to pin3 of the second 4093 (the one with the 20k pot) and adjust the pot for a frequency which is equal or only slightly higher (max. +100Hz) than the first reading. That is very tricky and you should use a 10 turn precision ceramic potentiometer for that.
Repeat both measurements and the adjustment a few times and you will (if you made no other mistakes when building the circuit) hear an audible but ugly audio signal from the amplified speaker.
But very first, you should understand that most of these "simple" circuits have not been designed to be built and played, but rather as theoretical proofs of concept. These are developed by engineers, technicians, or freaks (which is often the same), but not by musicians, thus one should never expect to get a properly working music instrument from these waaaaaays too simplified circuits.