I think yours may be configured the same as mine. The A/V cables go to the front TV to provide a better picture than what you'd get through the video selection switch. You watch that input on the TV by switching the TV input to Video 1. I'm talking about on the TV itself and not the video selection switch. Doesn't matter what's selected on the switch.
The 2 coax cables are to and from the video selector box. The input coax gives you whatever input you select for the VCR on the selector switch. The output coax feeds the DVD/VCR output to the selector switch. So, if you don't connect the input coax, you won't be able to record on the VCR from any source. If you don't connect the output coax you won't be able to watch the DVD/VCR output on the outside or bedroom TV.
Hope that didn't make it more confusing...