The connectors you describe are likely to all be composite - component video plus audio inputs NOT outputs so you can't use those.
If the TV has an HDMI input labeled ARC then connect the HDMI output of the Sony to it and turn ARC on in the TV menu.
You would still connect the Sony with HDMI to the TV for DVD playback even if the TV doesn't support ARC.
If the TV has a headphone jack then use that to connect to the Sony audio in 1.
If the TV has a digital audio output (coax or optical) then you will need a digital to analog converter to connect the speaker.