You have one cable box to, and I'm guessing the HDMI port. The PIP would show snow as most folk don't have an antenna there.
If you want PIP from your "cable box" the cable box must provide PIP as a feature, not the TV.
Need help with PIP on samsung UN40EH5300 tv. Have tv connected thru cable box in menu settings I go to PIP turn it on a small PIP screen comes on but just shows scrambled off the air type screen how do I get it to show another channel(station) at the same time as watching a channel in background?