For playback connect each to any analog audio inputs on the back of the receiver except phono. You may have to assign this connection in the receiver input menu to activate it.
The receiver doesn't have a record output so you would need to connect the optical audio output of the Sony to the optical audio input on the CDR. Select that as you input. It will also give you the best quality as you avoid converting digital to analog and back to digital. If you wanted to record from other sources you would need to add an additional analog connection to the CDR.