Everything needs power, even the RGB cable. That's why you need +5V.
Does the PC Engine have an AV port? If so, you can tap audio from that.
Click here for pinouts.Here's a scart pinout chart.
R - pin 15
G - pin 11
B - pin 7
+5V - pin 8
L audio - pin 6
R audio - pin 2
GND - pin 17
Composite video - pin 20
I hope that helps. If you have any questions, just ask.
Oh, and you'll need to connect transistors on the R, G and B lines. They have three legs:
1. Color (R, G or B) in (from the video chip)
2. +5V
3. Color (R, G or B) out (to the RGB cable).