You're looking for a red and white audio output from the cable box to a red and white audio input on your receiver (what you have the speakers hooked up to). It doesn't matter what the input says, but you will need to change the input selector on the receiver to that input when you want to hear audio from the cable box. You will also hear audio from the TV as well. That can be turned off on most TVs. Look in the TV menu under audio settings to turn the TV speakers off if you don't want audio from both.
The cable box is sending stereo audio, so you will only hear 2 speakers, not all five (unless you are watching certain HDTV programs which are broadcast in 5.1). You're receiver may be able to convert the stereo signal to a 5.1 signal. Check for Dolby Pro Logic II decoding on your receiver - this will convert the signal if you want to hear sound from all 5 speakers.