You only need to connect it with an HDMI cable. This will handle picture and sound.
Just select the input that you connected it to on the TV with the TV remote. Use the cable box remote to change channels and access menus. There should be no set up of the box
Many cable box remotes have TV codes built in so you if yours does it can be set to turn your TV on and control the volume. Makes it easier if you only need to use one remote.
If you have a problem call Comcast and they can advise you and in some cases remotely check the cable box.