What do I need to use the A/V connection and how do I do it in a 2015 RC 350 F Sport?

 

You need a device which has your source media on it (like an iPod) and a cable with the appropriate plugs. Connect them up, and select the device from the car's "Media" menu. I don't use that connection much any more, as phones have Bluetooth, and you can stream music or podcasts from the phone via Bluetooth to the audio system in the car without the need to plug anything in.

 

The RC has only SBC bluetooth which is only so the sampling rate and bitrate so audio output data are limited hence I still prefer wired. Wireless is convenient.