My DVR only has one input and that is the coaxial cable from Fois or the cable service. I think it depends on your DVR and not slingbox. If you can connect the WD TV directly to your DVR (without slingbox) then you should be able to do the same connection to the slingbox and then from slingbox to your DVR.
Thanks for using the forums. We appreciate it! You should be able to control your DVR using the WD TV remote just as you would in your living room. Your can watch and schedule recordings, fast-forward, play, pause, etc.
Below is a link to the SlingPlayer for Connected Devices FAQ if you have any additional questions:
Hope this helps!
The Sling Moderation Team