Usually yellow is composite video. I suspect that the white and orange (usually red) are the matching audio inputs that correspond to the yellow video input. These should be RCA jacks. The TV manual should have this information.
The VHS/DVD will have composite video and audio outputs.
Since we don't know the make or model of the TV we don't know what connections it has.
It may have a shared component/composite video plus audio input. The manual will tell you how to connect the VHS/DVD and set the input for composite.
If the TV only has HDMI inputs then you would need an active AV to HDMI converter. A passive cable won't work.
MERGED QUESTION Question from marleneschackmuth : "my smart tv has 5 connections yellow, white, orange, white, orange..i do not see a av connection....how do i connect magnavox"
Usually yellow is composite video. I suspect that the white and orange (usually red) are the matching audio inputs that correspond to the yellow video input. These should be RCA jacks. The TV manual should have this information.