If you have a digital (Freeview) tv, then (unless your DVD recorder is also a Freeview tuner) you MUST have the tv on to record. As for set up, I'm at a loss to advise, as this would be down to makes and models involved. I would assume - given that both are fairly modern - each has an on screen help/guide to enable you to set it up. Most recorders these days seem to be plug in and play with auto set up.
However, one thing I do know, you need to connect the two using a scart lead via your AV sockets.