There could be several issues at play here.
First off, keep your owner's manuals handy. Always. These aren't toasters that are intuitive in their operation and a lot of functionality is buried down deep under several menus.
Second, as others have said, many of the audio inputs are selectable and you'll have to "assign" one of the analog inputs to the Wii. Check your Denon manual for this.
Third, and this may be the most difficult, some TV's only send out their optical inputs whatever they generate from their internal ATSC tuner and won't "pass through" anything from other sources. Others might "pass through" a digital signal via the optical out, but it may only be two-channel.
Again, to see what's up you'll need to check your TV's manual for what it does. Then, you may have to assign the optical input on the receiver to the TV.
It's not a simple common sense plug 'n play thing we're dealing with here like it was in the old analog days. It takes a bit of digging though manuals to get the most out of these digital wonders.
Good luck.