Firstly, a little about DVDs. The ones you buy with feature films pre-recorded onto them have the data physically pressed into the surface of the disk. They'll play (subject to any regional coding involved) on any DVD player. The DVDs you record yourself have the data burnt onto them by a laser. There are two entirely separate technologies for doing this, with different disks (either DVD-R or DVD+R) for use with each technology. Some devices support both technologies but, if you've got a 'DVD+R only' device, you won't be able to play DVD-R disks on it. The only thing you can do is to copy the DVD to your PC and then re-record it onto a fresh DVD+R disk. (That, of course, assumes that your PC's drive supports both types of disk. Nearly all modern drives do so).
Next, a note about setting up your DVD recorder. If the manual contains instructions for 'tuning' the recorder, you should totally ignore those instructions. They only refer to getting the tuner circuit to recognize signals coming through a conventional aerial. You haven't got one, so the instructions are meaningless.
To transfer VHS tapes to DVD, connect your VCR to the DVD recorder with a Scart lead. Then follow the instructions, in the manual, to record from an external source. (It might be referred to as 'AV', 'Ext' or 'Line In').
Recording from your Sky box will probably be fairly similar. You can also record from your camcorder in a similar fashion. However, you'll be recording an analogue signal. If your camcorder creates a digital file, it might be better to copy the file to your PC and then burn it to a DVD+R disk, using your PC's drive.
Chris