Setting up remote - basic but not working

So I just got Cox Cable.  I used to have Verizon Fios which was much easier in my eyes.  I am trying to get my remote to sync up with the cable box but all it is allowing me to do is sync up with the TV so I can just power on and off the tv.  I have tried to review the remotes.cox.com site, but it has nothing related to the actual cable box.  I have tried to click the cable button as I did for the TV button, but it does not work. Any suggestions?