But the question was, can Henrietta do so legally.
For a start I'm not sure that you would get Sky TV (that comes with a subscription) on the internet, but that's a technical matter and nothing really to do with legality (by which i assume you mean the TV Licence).
As the law stands (and from the TV Licence agency's website):
"You need to be covered by a valid TV Licence if you watch or record TV as it's being broadcast. This includes the use of devices such as a computer, laptop, mobile phone or DVD/video recorder. "
There will likely be a number of people piling into this question now with answers suggesting that this is not true, or that it is unenforceable and so on. But that's the law as it stands and it's fairly straightforward.