How can I use my gaming system on my pc monitor through the a/v inputs located on my pc?

I have red, white, yellow a/v inputs on my computer, so I can plug the gaming system in (but nothing happens). I just don’t know how to get it to show up on the screen. Please give a link to a program that I can download that would allow whatever is plugged into the a/v inputs to show up on screen.

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