The setup depends on the TV. If the TV doesn't have composite (A/V), S-video or component inputs, you will need an RF modulator. For the basic functions you need the composite video (3 RCA jacks, yellow, red, white, on both ends). The antenna in/out is for recording and passing through (on some models) the signal from the coax only. Note: the output jacks are to the right of the composite and S-video inputs. For a better picture from DVDs, you can connect the component video cable. There are no advantages to this if you need the RF modulator.
This DVD recorder has an analog tuner, NTSC (OTA) or CATV. So it needs to be attached to a digital to analog set top box unless you are getting a signal from an analog source for recording. Some set top boxes output will only let you get one channel at a time so you will have to watch the station you are recording. (If the set top box has dual tuners, you will be able to watch one program and record another.) (If you use the RF modulator, you may want some type of switch and
splitter so that you can share the coax. This may let you watch the
cable signal when the recorder is recording a program that you do not want to watch while recording.)
For pictures of the set up, the manual is available as a PDF here: http://www.retrevo.com/support/CyberHome-DVR-1500-DVD-Players-manual/id/534ci864/t/2/
I hope this helps.