a skybox is basically a viewing limiter for your players
a skybox compliments the action as a background reference.
a skybox can be complex shapes moving in the sky
skyboxes can be cubes and or spheres or hemispheres or round shapes
skyboxes wont collide with anything so you can turn off collision with these unless
you have some weird game where clouds or something are toxic.
Usually a skybox is a cube with all the faces of the cube pointing inwards.
you can make a cube in DBC/DBP and invert it by scaling it with negative percentages.
sometimes the edges of the cube might be visible so creating your own in a 3d package is probably better.
rem place a large cube at the center of the universe (0,0,0) and invert it 100%
make object cube 1, 5000
position object cube 1,-2500,0,-2500
scale object 1,-100,-100,-100
you can replace the make object cube for load object
our example doesnt have any texture on the cube and its not within a runtime demo but if you were inside the cube you would see the grey walls.
you can cull objects to only show one side of the polygon faces.
look for set object cull etc...
This image basically shows it in a nutshell when it comes to a skybox texture.
follow the first link below to read that article.
some links
http://www.2dcgi.com/content/view/3/10/
http://wiki.beyondunreal.com/wiki/Building_A_SkyBox
http://www.gamedesign.net/node/777