Tell Sky that's what you want to do when you place your order and give them your phone number and provider name.
When you cancel your Virgin phone service (Sky won't cancel it on your behalf) make sure the line is still active on the date you switch to Sky. I'd recommend not cancelling your Virgin service until your number has successfully transferred to Sky.
https://www.sky.com/help/home/sky-talk/joining-sky-talk/switching-to-sky-talk/articles/switching-to-...
