You need a device that has an RF/Coax input and a component video output, with a "tuner" capability. In the old days, TV's all had tuners. They had the ability to input the RF, and decompress/split the signal and "tune" to the right frequency/channel.
Nowadays, a lot of "TV's" are just monitors. They display the signal that is fed through the input - relying on some external box to tune the incoming cable/antenna signal.
I have an antenna on my roof, but I can't use it because my TV doesn't have a built in tuner.
The HK AVR you list doesn't have a TV tuner. Only a radio tuner.