The connection between the Sky box RF out and the TV aerial input should be a standard screened co-ax cable (aerial cable).
If you can manually tune the TV, you should be able to locate the Sky box output by stepping through the rf channels; normally channel 36 is the default setting – remember that the Sky box must be on (not in standby) to activate the rf output.
If you have access to a multimeter, check that there is not a short circuit in the co-ax cable (should measure open circuit from the centre pin to the plug shroud). If you can bring both ends of the co-ax cable together, check that there is continuity between the ends.
Also try connecting the main TV in the sitting room via the rf output.