Connecting electronic devices such as DVD players to a TV requires some basic knowledge. Once you have this basic knowledge the tasks are much easier. Don't be intimidated by fancy terms like RCA cables, HDMI cables or COAX. These are merely names that describe the type of wire and it's technical capabilities. Even though the names are foreign, their applications and uses are quite simple.
The device you want to connect will determine in large part what kind of wire you need to use. On the backs of DVD players there are ports called outputs. In some cases there are several options and others, especially older ones, there is only one. In either case the wires for a basic connection will be included with the player.
The most basic connection between a video device like a DVD player or game system is using RCA-type cables. These cables are the ones with the red (right speaker sound), white (mono-sound) and yellow (video) heads on them and they can either be bundled together or completely separate. They don't even have to be colors, although the standard colors make it even easier to keep the wires going to the right places. You wouldn't want your video cable to get crossed and plugged into the audio port on your TV.
In this case you would simply match up the input colors on the back of the DVD player with the same colored RCA-type cable. The other end will be plugged into one of inputs on the back or side of your TV. Your TV may have one input or several. If it is newer then it more than likely has several inputs, both on the back and side. These inputs are labeled. Example: AV1, AV2, Cable, Antenna and so forth. Simply find one that has the red, white and yellow input jacks and match the colors up to your cables. The only thing left to do in this very basic set-up is to turn your TV on and use the input button on the remote to find the input with the same label as the jacks in the back or on the side. If you connected to the jacks labeled AV1, you would select AV1 using the input button on the remote. Turn on your DVD, push play and enjoy the movie.
Hopefully this example illustrated to you the basics of connecting a DVD player to a TV. You can use this same method of determining where the wires go with other devices, such as a Wii or other game system. In most cases, use the wires that came with the device and find the matching jack on the back of your TV.
Advanced
Above I described the basics of DVD to TV connections, but as technology advances the wires may change. For instance, if you have a Blu-Ray player and a HI-Def TV you will want to connect the two with a cable that can transfer more information at higher speeds for that crisp 1080p (highest quality of high definition) movie quality.
In this case you will notice that in addition to RCA style out-put jacks there is also one labelled HDMI. It looks the usb connector that you use to attach your camera, keyboard or thumb drive to a computer, except the HDMI is thinner and wider. The nice aspect of HDMI is that it carries both video and audio. Simply plug one into the blu-ray player and the other to your HDMI input on the back or side of your TV. Turn on your TV, push the input button on your remote and select the appropriate HDMI input (HDMI 1, 2, 3 etc...).
If you want to get really fancy and split off the audio into a nice surround sound system, simply use the audio jacks on the back of your player and connect it to the sound system. You will probably have to tell your device to use the HDMI for video and the other for audio within the device's settings menu.
Here's an example of something I did. I use my PlayStation 3 for my blu-ray player. I have a really nice TV but my surround sound receiver is older and it doesn't have an HDMI output or input. In order to get the best sound and video, I connected my PlayStation to the TV using HDMI and then used the digital audio out on the PlayStation to connect to my surround sound. A digital audio cable uses pulses of light, much like fiber-optic cable, to transmit sound signals. Lastly I had to go into the settings of the PlayStation and tell it to use HDMI for video and digital audio for sound.
Basic or advanced, connecting a DVD player to a TV is all about knowing the fundamental types of connections that are available and using the clues on the back of the devices to determine which cables to use and how to connect them. There are a vast array of ways to accomplish what you want to do. Hopefully, over time, I will address them all, but for now I hope this helps somebody. Never hesitate to ask questions in the comments section. I'm always happy to help.