Make sure the TV is on the correct input. The Blu-ray player will not show up on the screen if the TV is not set to the correct input. Depending on the brand of the television, you may press the INPUT, SOURCE or TV/VIDEO button on the TV remote control.
For us to further assist you, please provide more information. What is the model number of the Sony Blu-ray player? Click this link to get additional information onhow to find the model number of the Blu-ray player. Also, what do exactly mean when you said that the player does not display the menu? Are you getting just black screen? Do you see any error message? If yes, please provide the exact error. You may also try connecting the player to a different television to check.