Have you already arranged with your Internet Service Provider to provide Internet service to your home? In my case, I get my cable TV service and my Internet service from the same company. That cable company's technician installed a special type of signal splitter on the coax cable that entered my home from the street utility pole -- he plugged one end of the split signal into the single input coax cable connection on my modem, and the other end into the coax cable input connection on my cable TV service box. Then I connect an ethernet cable on the ethernet output from my modem to the WAN input ethernet plug on my router. Then another ethernet cable on one of the LAN outputs on my router to the Ethernet input plug on my Slingbox.
There are then several ways to connect the output side of your cable TV box to the input side of your Slingbox -- you can use a coax cable, or a 3 member yellow-red-white composite cable, or a 5 member red-blue-green-red-white component cable. Then an identical cable set from the output side of your Slingbox to your TV -- this allows you the TV signals to "pass thru" the SB when you are not using it, so you can still watch TV locally.
So, you probably should have at least 3 boxes in your setup -- a modem, a router, and a cable TV setup box.
If that is not correct, describe in a further reply how the TV signals are currently distributed in your home, and how Internet service is currently provided in your home, and forum members will respond with more tips on how to complete your setup correctly.