The easiest way to do this is to create a new "library" project, add the speex source, and get it to compile. This library project is an iOS library of course. Once you can get it to compile, you can then add that project to your primary project, and it will work in both the Simulator and the device.
When you add library projects to a main project, you have to set a dependency in the target, and add a path to the headers - but you can find many Q&A discussions on how to do this on SO.
The most difficult part of this is probably getting the config.h file (whatever) that the .configure script builds. You can probably take the one that was generated and most likely it will work just fine.
EDIT: BTW, Speex is outdated - there is a replacement Opus - see the Speex site