Did you get this from new and if so were there any instructions in the box??
Most surround sound systems have each speaker marked, either RF rear left and FR front right so all you then need to do is plug them in to the back of the DVD player or theatre sound system in the right holes....
If it is all plugged up together as per the instructions, you may find that there is a menu in the DVD player to set up sound for different systems, such as mono, normal stereo, surround etc. If this is not correctly set then you may find no sound comes out. Just flick through the menu and set it to surround, rather than mono or stereo.
But how is it receiving the audio from the TV? It gets the audio from the DVD player as it is built into the same "box", but the audio signal will have to come out of the TV and then in to the DVD/surround sound system - does the system have any external audio inputs (and the TV any audio outputs) that need to be connected? The cheaper "all-in-one" DVD player/surround sound systems are very limited capability-wise, more so than a proper surround sound amplifier/receiver and separate DVD player. What's the make and model number?