You have connected audio outs from both the TV and the sat box?
You don't need both. If you only have the one source then it doesn't matter. If you have more sources then connecting to the TV will allow you to use the soundbar with all you sources.
Does the TV actually have analog audio or headphone output? A lot of people mix up audio input with output. Check the TV manual on how to use it. You may need to turn it on.
If the sat box is connected to the TV with HDMI the audio output on the box may be off. Check the audio menu on the box.
You can check if the soundbar is working by connecting your phone or other source of audio.