Do you need a TV licence in Spain?

No such thing as Sky in Spain. It is Sky UK and if you have the dish and the Sky box with viewing card you can access Sky UK and Freesat. Just don't contact Sky from Spain as they will cancel your card (it is against their T&Cs to receive it outside UK). You need a minimum of a 1.4m satellite dish in Spain for freesat with possibly a larger one to get some of the Sky premium channels.
Spanish digital TV is the equivalent of UK Freeview with Spanish channels. If the programme was originally in English (or American to be precise) you can change the language to the original. They have a lot of American series like CSI, NCIS (and other combinations of letters) Bones and many others which you can view in English simply by pressing a button on your remote. Not many actual English ones though they do like Downton Abbey and Dr Who. There are many films shown in English as well with the Paramount channel on all day although if the original language is German or Chinese then that is the language you will get.
Just be prepared for up to 10 minutes advert breaks on the Spanish channels.

If you do need to contact Sky from Spain use a British mobile.