I appreciate posting your query in the Community. You can connect the PVR to the TV through the HDMI cable. We need to know the other inputs supported on your TV and the outputs of the VCR and DVD player.
You can provide us with the model of your TV and also make/model of the VCR and DVD player. If you are not able to find the make/models you can upload the pictures of the connections available at the back of the VCR and DVD player.
@kathianna6 : As mentioned above, it'd be very useful if you provided us with the makes/models of all of your equipment, including the TV. You would typically use the "best" connection available on the "sending" device to connect to the TV (the receiving device). You would then need to switch the input on the TV to the appropriate one to watch/listen to the respective devices.
For the PVR, that would probably be HDMI.
For the VCR, that would probably be composite video (yellow for video) and analogue audio (red/white)
For the DVD player, it would depend on the player but could be HDMI, or the same as for VCR, or component video (red/green/blue) plus analogue audio. See the following link on the types of connections:
Although the DVD player may have a digital audio output, like Optical, the TV will likely not have an optical input, only an optical output, so the digital audio connection to the TV will likely not work.