If I am understanding your question correctly then yes. But not sure about the DVD/"CD" part? Are you using some RCA (red and white) cable connection....? And if the "CD" is not working in some manner who knows what else may be going on and causing additional problems....
It is a matter of getting the hardware, software, configuration settings, and wiring connections are as they need to be. Sometimes adapters, etc. are necessary.
(However, will admit that I am not sure about your overall home system's connectivity with regards to other devices and cables.)
That said I would expect that you should be using the #10 -14 output connections perhaps.... (Per the diagram on Page 6.)
Just run speaker wiring (did you get some with the DVD player?) via the wire lock clamp/connections on both ends. From DVR to appropriate speaker.
Speaker Manual - Page 5....
http
/www.jamo.com/docs/common/A102HCS5/A102HCS5_OM.pdf
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