I don't think the 4802 had Denon link did it? If not, and/or you do not have a player that also has this, you CANNOT get DVD-A or SACD via digital, they are both passed via analog only, unless you have gear with compatible digital connections that support these formats (firewire, Denon-link, etc...). Optical and coaxial digital will not work for hires formats.
You should have no problem playing and hearing a stereo DVD-A or SACD track with just the right and left stereo analog connections. The difference in quality of what you hear will vary depending on the recording, but in general, there is still a fairly noticable improvement with SACD and DVD-A over redbook CD.
You won't be able to hear the 5.1 tracks without the additional speakers though. All you will hear is the front R&L channels, and the rest of the information from the other speakers will be missing.
For stereo only playback, it usually doesn't matter if you use the stereo analog out or the R&L of the multichannel outputs from the player. Since it is analog also, your receiver doesn't care which input it is sent to.
Most DVD-A players I've seen do not have a setup for 2ch or multichannel, that is selected on the disc, which means you will have to select the stereo DVD-A track once you start playing the disc. With some SACD players, you can choose the default of CD layer, 2ch or M/C SACD.