It works anywhere in the world. The only problem you might have is that the cable box might be supported, but I can probably build you a Custom Remote to add to the 800+ I have already built for other users with unsupported boxes.
Is there a way to watch online or through the sling player with differrnt channels while the someone is already watching it on tv with the tv box? I had a classic once and we can watch different channels at the same time
That was because the Classic had a separate built-in tuner so you could watch one channel using that tuner and a different channel using the tuner in your TV source (cable/satellite..). Later Slingboxes do not have tuners so you are stuck with whatever channel is on the AV device.