On the Denon you need to choose the ARC as your audio source. That stands for 'Audio Return Channel'. You also need to make sure that your Samsung is properly plugged into the ARC HDMI connection which goes back to your Denon receiver.
I've heard, but am not sure, that the Samsung speakers may need to be 'on' for ARC to work properly. This is a bug in their product and not your fault, but should be checked.
You definitely should NOT hear your cable box because that means the Denon is still listening to the cable input, not the ARC input.