The projector doesn't support HDMI ARC, like a TV, since it has no internal sources.
For best sound quality you would connect you source to the HDMI input on the soundbar. The HDMI output of the soundbar connects to an HDMI input on the projector. If you have more than one source you would need an HDMI input selector to expand the number of inputs of the soundbar.
You could also connect your source to the HDMI input of the projector and connect the analog audio output of the projector to the analog input of the projector. Won't sound as good.