I am unable to connect sony 5.1 external speaker to lcd TV. *** let me know the set up changes to be done so that the sound comes from external speake

You generally plug them into the external speaker jack on the TV... and go into the menu of whatever TV it is you have and change the configuration to external speaker.

My old TV had an external speaker connection like you describe, but my current setup is a little different.

My receiver has all the connections. All my devices go into the receiver, and the TV and speakers go out of the receiver.

With HDMI pass-thru, I can still watch TV with the receiver off. For anything else the receiver has to be on and the input device selected.

Makes and models of all your equipment and I will give you the best way to connect the equipment.