If the DVD player has a dolby digital decoder then you can plug all of the audio cables into a non dolby digital receiver (Front L&R, rear L&R, center and sub), provided your receiver has inputs for all of those cables. It is exactly the same for DTS. Also if the DVD player does have the decoder you should be able to set it up as below too, if you do have a dolbydigital/DTS receiver.
If your DVD player doesnt have a DTS or dolby digital decoder then you will need a receiver that does have the decoders to get 5.1 sound, provided the DVD player has digital outputs (coaxial or optical... optical sounds better/louder). You would probably have to enable digital out (PCM/RAW/AC3) in the DVD players settings.
IMO using the digital outs (coaxial/optical) is better since it only requires one cable to be connected between the DVD player and receiver, plus it sounds better. Some people claim DTS is better then dolby digital 5.1 since it has higher compression, thus it can hold more audio info... I dont buy into it DD 5.1 sounds great and DTS sounds pretty much identicle.
So with that pioneer DVD player you posted you can have DD 5.1 or DTS sound if your receiver has DD 5.1 or DTS decoding (and inputs)... you will also need a digital optical cable to connect the 2 together (or a coaxial digital cable, you can use a standard RCA cable in place of the digital coaxial cable).