I ran a 25m telephone extension (with filter) from my entry BT to upstairs where I keep my desktop, then installed the wireless router there, with Ethernet to the desktop and wireless to two laptops and an iPad. House has thick walls but wireless signal good throughout - I may be wrong but it seems to work better installed higher up.
Why do you want to connect to Sky wirelessly? Or do you mean that your only router is near the Sky and you want to connect by cable to it. The internet should not be affected but may be slower if the router is also supplying other devices eg Sky.
Routers should have clear access. Solid walls, metal, etc can degrade the signal.
Unless you are on cable and are not talking about a wireless extender then I suspect you have Modem/Router which has wireless capabilities.