If you've already got a Sky+ dish it will have a quad-output LNB. One output is used for each tuner that the dish feeds. Sky+ uses two tuners (one for watching and one for recording), so you've still got two spare outputs to feed additional devices, such as a Freesat box. However, as your post implies, you'll still need another cable to run between one of the spare outputs and the new box.
If you're starting with Freesat, and thinking of adding Sky+, you'd need to find out whether the dish has the necessary quad-output LNB fitted to it.
Chris