Most issues revolving around display and audio not working are the result of your system settings not being configured correctly for use with the PGE. Your video output needs to be set to 720p* and your audio output needs to be set to HDMI.
Changing your systems settings is easiest if done manually. This however, can be impossible if you cannot see video on your PGE.
In this case, you should perform a display settings reset on your console. Here are instructions to perform the reset.
If this does not solve your problem, please look through the rest of the Technical Support section, or file a support request at the bottom of this page.