The HDMI cable should be all you need to connect the DVD player.
Try a different HDMI cable. Try a different HDMI input on the TV.
When you select the input on the TV that you connected the DVD to does it show anything?
If the DVD player has AV outputs and has been used previously the HDMI out may have been turned off in the DVD player menu. You can try connecting it with AV cables and changing the output to HDMI.
If you have another TV with HDMI check the DVD player on that one.