Does anyone have Cox Cable and the Apple 4K TV device?

Your Cable provider and Apple TV box are fairly independent of each other.

Beyond using single sign on so you can access any streaming content Cox includes with there plan, they don't really work together in any meaningful way. Link-> Set up single sign-on with your TV provider on Apple TV - Apple Support

What exactly are you trying to accomplish? Or how exactly are you expecting them to work together?

The Apple TV can house many different streaming services including Apple's own TV+ service.

The single sign-on can let you quickly access other services such as HBO-Max, FxNow etc.. o the Apple TV. if included with your cable TV plan.