How to make a Skybox

A SkyboxA special type of Material used to represent skies. Usually six-sided. More info
See in Glossary is a six-sided cube that Unity draws behind all graphics in the SceneA Scene contains the environments and menus of your game. Think of each unique Scene file as a unique level. In each Scene, you place your environments, obstacles, and decorations, essentially designing and building your game in pieces. More info
See in Glossary. Here are the steps to create one:

• Make six Textures that correspond to each of the six sides of the skybox, and put them into your Project’s AssetsAny media or data that can be used in your game or Project. An Asset may come from a file created outside of Unity, such as a 3D model, an audio file or an image. You can also create some asset types in Unity, such as an Animator Controller, an Audio Mixer or a Render Texture. More info
  See in Glossary folder.
• For each Texture, you need to change the wrap mode from Repeat to Clamp. If you don’t do this, colors on the edges do not match up.
• Create a new MaterialAn asset that defines how a surface should be rendered, by including references to the Textures it uses, tiling information, Color tints and more. The available options for a Material depend on which Shader the Material is using. More info
  See in Glossary. To do this, choose Assets > Create > Material from the menu bar.

• Select the ShaderA small script that contains the mathematical calculations and algorithms for calculating the Color of each pixel rendered, based on the lighting input and the Material configuration. More info
  See in Glossary drop-down and choose Skybox/6 Sided.
• Assign the six Textures to each Texture slot in the Material. To do this, you can drag each Texture from the Project ViewA view that shows the contents of your Assets folder (Project tab) More info
  See in Glossary onto the corresponding slots.

To assign the skybox to the Scene you’re working on:

• From the menu bar, choose Window > RenderingThe process of drawing graphics to the screen (or to a render texture). By default, the main camera in Unity renders its view to the screen. More info
  See in Glossary > Lighting Settings.
• In the window that appears, select the Scene tab.
• Drag the new Skybox Material to the Skybox Material slot.