How do I control the power and volume on my Apple TV remote?

You have to enable the HDMI-CEC feature on your TV and in settings on the Apple TV.

Apple has a support page that explains how to enable it on the Apple TV and what to look for on your TV to figure out how to enable it there as well. Unfortunately TV manufacturers have their own trade names for the HDMI-CEC feature so it is sometimes difficult to know what to enable.

https://support.apple.com/en-us/HT205225

the tv has to support hdmi-cec https://en.wikipedia.org/wiki/Consumer_Electronics_Control

then it should work out of the box