I'll answer both your questions here.
Assuming you have an HDMI connection on your TV and an HDMI lead, then you don't need a SCART lead. High Definition Media Interface cables do the picture and the sound so nothing else is needed.
To connect your DVD player/Sky box to an HDMI cable you plug one end of the HDMI lead into your Tv and the other end into the relevant peripheral.
I'm assuming you have Sky HD and an up-scaling or Blu-Ray player, otherwise they won't have any HDMI connections so you won't be able to connect them that way and you'll have to use aSCART cable