Full, the term 'coaxial', or coax, (sharing one axis) actually refers to any shielded single-conductor cable, although we have come to mean RG-59 and RG-6 (for cable-TV and antenna connections) when we say it.
If you have a round-shaped cable with RCA plugs on each end, that's what we're talking about. If you're getting no sound, then, as Aussie said, you haven't got something set up properly in the receiver.
Again, you do NOT need BOTH an RCA cable and an optical cable, only one, for both DVD and CD. They can share the same digital interconnection. Most people (okay, some people) prefer the RCA cable, as it's less fragile.
Also, with rare exception, any shielded cable will work for any use, audio or video. The color coding is for keeping it easy to hook up ends properly. The better cables come into play for less signal loss over greater distances.
We'll get you straight yet!
Larry
www.fineelectricco.com