Why do you need to? The remote will use the TV CEC protocol if the Arc is connected over HDMI-ARC/eARC and the TV will control the volume over it’s wired connection.

I want to control the volume. But this is not working, even though I am using the HDIM-arc port.

Have you enabled HDMI-CEC on the TV, as that should control the volume of the Sonos Arc via the TV over its HDMI cable link.. is the HDMI-ARC port set as the TV sound-out?

Have you gone through the ‘TV setup’ option in the Sonos Arc room settings in the Sonos App?

Yes. I am asked to point remote towards and press “+ volume” on remote. I have done this, but the remote is not found. 

That’s the remote ‘infrared’ setup, which really you should not need if you’re using HDMI-CEC (although you can go through it if you want to, but I think most TCL remotes are Bluetooth) - Anyhow, in the same area of the Sonos App, there is the ‘TV Setup’ too, have you gone through that setup? Have you enabled CEC within your TV settings?

It works now. Thanks for your help.