TV has coax digital audio output. You will need a digital to analog converter that will allow you to connect it to the game input on the front of the Sony. You will need an RCA digital audio cable (a yellow composite video cable usually works fine) and a regular stereo RCA cable.
Check the TV manual on how to turn on and use the digital output. You may need to turn it on, turn the TV speakers off and change the audio output type to PCM stereo (if the DAC won't accept a 5.1 input). The TV remote won't affect the volume so you will have to use the Sony remote for that.