You can use the red/white analog audio cable connections for sure. It's possible that the digital audio connection might work as well, but analog cables are cheap enough and easy enough to use that I'd hook up both.
Bear in mind that S-Video connections are not capable of HD resolution. You'll get a 480i image at best.
In order to get audio and video from on your Slingbox PRO-HD, you will need to use an S-Video cable for video and RCA cables for audio (red and white). You will need to connect them from the input on the Slingbox going to the output of the A/V source. Make sure that you use the inputs for "SD Audio / Video".
Feel free to use these links as a guide: