Since you get TV thru the sound bar the input/output connections are correct for that. You need to connect the DVD player with the output port of the player to the input port of the sound bar. Then you have to switch on the Sound bar remote to the input port on the SB. It may be labeled HDMI1, HDMI3 or HDMI3 on the remote. No does you DVD have HDMI ports? If not you can get Blu Ray players cheap that will work.
The input button on the remote tells the bar what input port to use.