Assuming that the aerial socket you refer to is fed by standard (terrestrial) TV aerial, rather than by a satellite dish, then connecting a Sky box won't work.
The terrestrial TV signals which come through the aerial socket are on completely different frequencies to those required by the Sky box.
You need either a Freeview box (around �15 for a cheap one) so that you can receive terrestrial TV or to invest in Sky Multi-room in order to view satellite TV.