Using a Soundbar is all about how you connect it to its products and what options you have to use with it.
A simple connection would be to use an Optical (TosLink) cable, this would usually go from the TV to soundbar. Some configuration settings may need to be applied within the TV's own settings
A little more complicated would be via HDMI. With this cable connecting to the two, you need to pay close attention to which HDMI input you use on your TV as you need to look for either eARC HDMI or ARC HDMI. This means that whatever you watch on the TV, it will send that audio sounds like the Optical (TosLink) cable to Soundbar
With these two options, you plug anything like Sky into the TV that should be it. With the HDMI option, like the Optical (TosLink) cable, you may need to change the speaker outputs within the TV menu to Home Cinema or whatever your TV manufacturers require
Now if the soundbar has multiple HDMI input and a single output, then the TV would still connect the say way, but the Sky and any other peripheral would connect into the HDMI input you nominate. From that point onwards, that HDMI number would be the input on the Soundbar Remote
I hope that helps!