Are you sure that the connection on the TV is an audio output not an input? Without the TV model number we can't check that.
If the TV has a headphone out then connect that to the mp3 input.
If the TV has an optical or coax digital audio output then you will need to get a digital to analog converter. Check the TV manual on how to use the digital output. You may need to turn it on, turn the TV speakers off, and change the audio output to PCM stereo.