AV ports use a composite connection that typically consists of three individual RCA cables to handle red, white and yellow channels. Red and white are stereo audio channels, while the yellow cable carries the composite video signal.
Once you have connected the PS2 to the television, you will need to select the AV input on the television. The input button will vary by television make/model.
Once the AV input has been selected, you should see the PS2 logo on the screen. If you do not see the logo, you may need to adjust the settings on the PS2.