If your TV doesn't have a coax input You might want to follow these steps:
1) Where does the coax connector you have that you want to connect to the TV come from?
a) An Outdoor/Attic TV antenna
b) The cable company
c) From a satellite dish, ie. Direct TV or Dish antenna
d) From a satellite dish receiver..
For an Outdoor/Attic TV antenna you may need to get a converter box like a zenith DTT-901 digital tv tuner converter box if your TV is a non-HDTV tv. If your TV is an HDTV you will need a standalone HDTV tuner. Unfortunately not many are made but a search on eBay for HDTV tuner box will find some.
For a cable company feed you will typically need either a box from the cable company or if your lucky and your cable company hasn't encrypted your local channels you will need a Qam tuner. Search on eBay for Qam tuner.
From a satellite dish you will need a satellite receiver.
Some satellite receivers have a coax out to feed a secondary TV. You would need something like this http://www.ebay.com/itm/Coax-Video-To-VGA-RCA-Converter-External-TV-Tuner-/230463194089?pt=US_Video_Cables_Adapters&hash=item35a8ad43e9
to convert the coax video to RCA audio/video.
Hope this helps.