I have a Yamaha 5930 5.1 receiver but it does not have HDMI connections. Is there a way to convert the Video Components to HDMI capability through a switch or adapter?

You can buy video-to-HDMI converters. Here's one through Amazon.com, but there are many other sources. I just picked it as a sample since it was a nice picture. I didn't do much searching, so I don't know how common or expensive a converter with multiple input capability might be. But simpler A/V selector switches are available, so if you have several things you want to connect you can get one to use along with the converter.

Keep in mind that conversion to HDMI won't give you the same quality as the direct HDMI output from a device. So if you have several devices with HDMI outputs, you might be better off buying a new receiver with HDMI inputs instead of dealing with switches and converters. It will ultimately be easier to hook everything up, and you'll have better A/V quality too.