First of all, the composite & component is video, not audio so is not relevant here. For best viedo performance, you will wnat to use the component connection directly from the DVD player to the TV.
It looks like the receiver only has stereo RCA inputs, so that's how you would connect the audio from the DVD. I have no idea how it can possibly get the full surround signal that way.
Anyway, the audio signal is not dependant on there being a video signal (how could it deal with a CD player then?).