It connects using component connections. The cable will look like this
http://www.amazon.co.uk/dp/B000AYYADO/?tag=cliospnet01-21
Connect an Xbox 360 console to a high-definition TV
1. Turn off the Xbox 360 console.
2. Connect the audio-visual (AV) connector on the Component HD AV Cable to the AV port on the Xbox 360 console.
3. Set the HDTV switch on the AV Connector to
HDTV.
Note Only set the switch to HDTV if the TV supports high-definition resolution, such as 480p, 720p, 1080i, or 1080p. 1080p became supported after the November 2006 Xbox
Live update.
4. Connect the red, green, and blue RCA connectors on the Component HD AV Cable to the corresponding color input jacks on the high-definition TV. Do not use the yellow RCA composite video connector.
5.Connect the red and white RCA audio connectors on the Component HD AV Cable to the corresponding colored input jacks on the HDTV.
6.Turn on the Xbox 360 console. From the
System section, you can change your display and HDTV settings. Select the appropriate high-definition video setting for the HDTV.
http://www.xbox.com/en-US/support/systemsetup/xbox360/console/tvhdtv.htm