I'm not familiar with Sling TV - so I went to their site, it looks pretty good.
But if I understand the service correctly, you tune into the channel and watch whatever is playing at the moment. Is that correct? You don't go to the channel (station) and select from a list of shows or episode that are available. If this is correct, then you need a "Program Guide" (is the a guide at the Sling TV site? I didn't notice) to know what's playing at what time and on what channel, and some way to record the show in case your not home.