The way that your home entertainment system is configured can affect the way devices should be connected to Control Center, as well as the way Control Center should be set up.
Closed vs Open Cabinet
Control Center communicates with many devices via IR signals. IR signals can't pass through opaque objects, so if your Control Center will be separated from either your source devices or your TV, you may need to use IR blasters (aka IR emitters, aka IR controllers).
AVRs and Speaker Systems
Control Center needs to be told whether its output will go through an AVR or directly to the TV. This is part of the setup process, but if you change your home theater setup and need to update this setting in Control Center, simply navigate to Settings > Devices > select your TV from the list. Then select Reset Output, and you'll be able to re-configure how Control Center's output is connected.
To avoid having to use an IR blaster, you may want to set up the control type for both your TV and/or AVR to HDMI-CEC whenever possible. This allows Control Center to control your TV and/or AVR via HDMI-CEC rather than relying on line of sight IR blasts. This is especially helpful if your AVR/Display and Control Center are located in separate rooms or media cabinets.
Note: The control center unit itself also emits IR from within. You may be able to communicate directly with your devices with IR by placing control center strategically within your entertainment system setup. IR needs line-of-sight so keep that in mind when placing control center and any IR blasters.