Maybe I am misunderstanding what you want to do but to make it work like it is supposed to, where you can change channels with LinuxMCE, the channel guide info needs to be in myth.
in order to get the channel information into myth, you need to use a channel grabber to get the info from somewhere. for dish I use schedules direct. If you want to use the guide on your sky box you can either
1) set up the channels, and use the sky remote anyway
2) run inputs from your sat box to another input on the tv, then set up LinuxMCE to switch the inputs for you when you want to watch it
3) or you may be able to set it up as a security camera feed but I have some pretty serious doubts about the quality of that idea.
Those would bypass the features of mythtv though and are not really the way that things are meant to be set up. You would also experience a few seconds of delay between pressing a button on your remote and seeing the results on your screen if you are using 1 or 3 because of the video processing taking place.
I would not recommend doing those things though. (except choice 2 but there is a time and place for that one)
Your sky box does have a guide, however there is no way that I am aware of to get the guide info from your sky box into myth. That info won't go over the svideo cable. The channel data and guide information must be downloaded and brought into the database from an external source.
Fortunately for me and unfortunately for you, things seem to be streamlined a bit for US users. If I remember correctly from my 8.10 b install, when you get to the video sources setup section there is a long list of grabbers that you can set up. Highlight the grabber section and press the over arrow. Choose one that provides listings for the UK and then visit their website. You may have to register or pay a small subscription fee. Once that is done, select your chosen grabber and complete the setup. Myth or LinuxMCE will download the listings and set up the channel db. After that you can complete your setup, make sure your sources and inputs are selected correctly and your system should work.
Another hiccup you may run into is the channel change script but do some rooting around in the wiki and you will find it explained pretty well. If that script is not set up properly myth will not work either. I think that the setup wizard is supposed to take care of that for you but on 2 or 3 occasions it has left the section blank for me.
It can be tough to figure out if you are a noob like me and are converting from a Win box. You certainly have to do a bit more digging to use Linux based systems, but when you get it working it is much more satisfying.