If you have a Freeview box then you cannot pick up Sky on it, you need a satellite dish and a Sky box to pick up Sky.
If it has a slot it may be for "Top Up TV" which is a company that offers a few channels on Freeview that you do need to pay for so you need their card.
Once it is connected up you need to go through a process to "scan" for the TV chanels, have you done that?
If it says it still cannot find any channels it may be because your aerial is not good enough, or that you live in an area with a poor Freeview signal.
You can check if your signal should be OK on this site here, just put your postcode in:
http://www.freeview.co.uk/home
Here is more about top up TV:
http://www.freeview.co.uk/home
If you give us the make and number of the freeview box we will try and help you and let you know exactly what you have.