Sky is what's above us, and is used when you're referring to the physical area: "The sky has a lot of stars tonight." Heaven is more religious, used most often when talking about God. Unlike the sky, you can't "see" it. "When you die, you go to heaven." I hope this helps!

I see... I'll try to keep this meaning too. Merci !

I agree with Deirdre's answer, but also, "heavens" can be used to talk about what you can see in the sky... sort of like outer space, but not exactly. You might use it like this: "I looked up to the heavens and marveled at the beauty of stars."