Your Sky HD box will automatically tune to the frequencies used for Sky TV and Sky HD TV in Spain.
The Sky TV frequency settings for Spain are the same as you your use if you were watching Sky TV in the UK, or France, or Germany, or Portugal.
Just because you are using your Sky box in a different country does not mean that the Sky Tv channels are using different frequencies for rception.
There are some extra frequency settings for "fringe reception" areas like Spain and Portugal.
Sky Default Transponder Frequency Settings for Sky TV digboxes Costa Blanca Spain
Used for helping boot the Sky box up
For reception of stronger signals and alternate regional variations of ITV1 and C4
The Sat and PC Guy. Sky TV in SPain, Freesat TV in Spain. UK TV in Spain. UK Digital Satellite and Terrestrial Installations and Maintenance for the Costa Blanca
or the forum
The Sat and PC Guy FORUM - Digital Satellite and Terrestrial Installations and Maintenance for the Costa Blanca