The cable box should have the cord you need to connect from whatever it was connected to before. If this is the first time to connect to your cable box, yeah, you will need a co-axial cable. What I did was connect the cable box co-axial cable to the TV itself. Then I had to tell the TV to search for channels. But I don't think the Panasonic Blu-Ray/DVD player has a co-axial cable connection. I did have to use a HDMI cable to connect the player to the TV, and a Lan Line is needed to connect from the internet-cable modem to the player. So yeah, which ever connection you use, you will probably have to buy an additional cable. Either co-axial to connect your TV to cable, or a Lan-Line to connect the player to the internet.
It does allow for App remote control and if you have the unit plugged into your Home Network via the Ethernet interface then no secondary wireless adapter is required. The phone will need to be on your Home Wireless and then this unit plugged into either the WiFi Router via the Ethernet cable or into a switch that is plugged into your home WiFi router.