Optical digital audio connections are a popular way to send high quality audio between devices. You might have a number of different choices when it comes to the audio for your system, and optical is always a good choice.
Optical digital audio uses a connection on your device like this one on the far left (clue - it's hiding underneath the word optical!)
In this example, there is an optical output on the left and a coaxial connection on the right - as well as other connections that we're not interested in right now.
When connecting two devices together, one device will have an optical output (the device sending the sound like your TV), and the other will have an optical input (the device receiving the sound like your amplifier).
If the optical port hasn't been used before, there should be a protective cap over the hole which needs to be removed before you can plug in the cable - as is the case in the picture here.
When you remove the cap you will be able to see the bright red light from inside the device.