The connection you use will depend on the TV. For the best picture, connect component video cables (not included) from the DVD player's output (to the right of the other jacks on the back of the unit) to the component video in of the TV. Then connect the Right and Left audio from output 1 to the appropriate audio input of the TV. (These may vary depending on the TV and other devices connected to the TV. They might be audio 1 or part of a group with the component video inputs.)
Otherwise you can use an S-video cable connection and the separate audio cable or the composite video cable (which has 1 yellow RCA plug for video and 2 others (red and white) for audio). Connect these from the output of the player to the matching input ports of the TV.
For TVs with only RF in, you need a composite video to RF modulator (converter). See a store like Radio Shack for this.
The manual is available from Sony: http://esupport.sony.com/US/perl/model-documents.pl?mdl=DVPNS300
. Pictures of the connections start at page 15 and more detail is provided from page 17 through 23. See the manual for details if you have a home theater system or other external speaker option.
I hope this helps.