A skybox can be represented by a six sides of a cube, where each side is akin to a camera capturing its view pointing in each of the six directions, as illustrated here:
Given these six images, as textures, you'd create a six-sided skybox material like the one shown next for the WispySky cubemap. And then, set it in the Lighting window as the Skybox Material for the scene:
Alternatively, you could combine the six images into a single cubemap image, laid out similarly.
Cubemaps have an advantage because equirectangular ...