I have a 507 but I think the video display works the same in both models. There are 3 types of video outputs to a TV: composite video (a single RCA cable), S video, and component video (3 RCA cables). Of course, in receivers this old there is no HDMI connection.
The set up screen can be seen only via the composite or S video connections. The component video outputs do not show it. So I added a composite video connection to my TV using a separate input channel on the TV. I switch to that input channel only to see the receiver's set up screen. It's a little awkward, but it works.
How did you hook up your new TV hooked to the AVR?