If you're talking about the orange plug on the back labeled "coaxial", this is an audio output for hooking it up to a receiver for amplified sound.
In order to hook it up to your TV, you will need to match up to whatever type of inputs you have available.
The connections, from highest to lowest quality are:
HDMI - high definition multimedia interface - only available on bluray or upconvert dvd players and HD tv's
Component (Red/Blue/Green for picture and Red/White for audio)