You can Sync the Sling TV channels to the Fire TV channel guide. However this is a free feature, so not guaranteed to work all the time. If you are having issues its recommended to open the Sling TV app directly instead.
On the Fire TV, go to Settings > Live TV > Sync Sources > Sling TV
It may take 30 seconds or so for the channels to sync.
To see the channels, from the Home screen on the Fire TV go to Live > Down 2 clicks to Recent Channels > Left to Guide > Select
The guide will be laid out with the Favorite Channels up top (if you have them), Fire TV Recast (Antenna) channels next (if you have an antenna/Recast) and if you scroll down through those, you will see the rest of the Sling TV channels below that.
You can mark Fire TV Recast channels AND Sling TV channels as favorites, and they will all show up on top of the Fire TV Channel Guide in the Favorite Channels section together. To mark channels as favorites, scroll down to the channel in the guide, press the Options button (three lines) on the remote, and select "Add to Favorite Channels."
NOTE: Favorites from inside the Sling app are not in-sync with favorites from the Fire TV channel Guide nor will recordings from Sling TV show up in the DVR section on the Fire TV.