The video and audio out of the Sony connect to the common component-composite video input on the TV. Check the TV manual on how to connect and configure the input for composite video. That takes care of disc playback.
If you want sound from the TV to play through the Sony you will need to connect the headphone output of the TV to the Sony. Check the TV manual on using that output. You would also need to select a surround mode on the Sony for a stereo input (such as Dolby Prologic).