I have a blue light and an orange but my tv will not come on
If you are referring to an R15 (the big box in the picture with your post), there should be 3 blue lights on the front of the DVR: one to the far left (power), a big circle in the middle, and one on the right indicating the resolution the DVR is currently trying to send to the TV. The orange light indicates that something is being recorded; either a show or something from DTV like channel listings. The orange light has nothing to do with your TV but may indicate that the DVR is downloading setup information.
As for turning your TV on, when you first get DTV, the DVR remote does not know how to talk to your TV set, only the DVR, so you have to teach the remote to talk to your TV. To do that, turn your TV on with the remote that came with it (or the on/off switch on the TV if you're a dinosaur like me) and change the TV input to whatever input the DVR is attached to - usually HDMI or Component. If you see something (a TV show, a guide, a DirecTV logo, etc.) you're in the right place. Now hit the Menu button on the DTV remote and you'll see a menu on the left that includes "Setup". Use the arrow buttons on the DTV remote to move to Setup, press Select, and then select Program Remote. Follow those instructions carefully, step by step, and you should be all set. (Caveat: I am working from memory so the exact wording might not match and I might have missed a menu level. If so, I apologize.)