If your TV has AV inputs available, you can connect the video player there and switch to that input to watch it. I don't think your model does, though; I think it has only an antenna input connector. This means your set-top box will connect there but you have no place to connect the video player. In fact, most new video players only have AV outputs, and don't have an RF (radio frequency - a channel 3 or 4 TV signal) output connector, and you'd have problems connecting it anyway.
All is not lost, although you'll need some extra parts to hook everything up. I'm assuming the set-top box (STB) is going to your TV on channel 3 or 4, using a cable from the box to the TV antenna connector. If your video player does indeed have an RF output, the simple thing to do is get a splitter. They look like this:
Normally, a splitter is used to break one input signal (into the single connector) into two outputs (the connectors on the other side). But you can also use one backwards to combine two sources. So you can connect the RF cable from the STB to one output jack, connect the video player RF cable to the other, and connect the "input" side of the splitter to your TV antenna jack. If your STB is set for channel 3 output, set the video player for channel 4 so they won't interfere. Then you can tune the TV to channel 3 for TV signals from your STB, and to channel 4 for videos. I know, it sounds confusing.
If your video player doesn't have RF output, but just video and audio outputs, you need an RF converter. This device takes the AV output from the player and generates a channel 3 or 4 RF signal the TV can tune in. A typical converter looks like this:
Connect the AV outputs from the player to the jacks on the converter. The output cable from the STB will go to one of the round antenna connectors on the right, and the cable from the other one goes to your TV. When you aren't playing a DVD or tape, the converter passes the signal from the STB through to the TV. When you turn on the video player, the converter switches and you'll see the picture from the player. Most converters switch automatically, but on some you might have to flip a switch. RF converters are available from retailers who sell TVs or online.
I'm sorry if this seems unnecessarily complicated, but most TV sets today have plenty of inputs for all these things, and usually you just plug in the connecting cables and go. But with older sets or sets that don't offer the inputs, you need to go through these shenanigans. But once you have the parts hooked up, it's not too bad.
Hope this helps, and thanks for using Fixya!