To make skyboxes:
First, make a 256 by 256 by 256 room, subtract it. Then you find a texture that you think fits your needs for the skybox. After you have done that, set the texture that you chose for all 4 walls in the 256 by 256 by 256 room. When you are complete with this, go to actor classes and find Sky zone info, Info===ZoneInfo===Skyzoneinfo. Place "SkyZoneInfo" in your 256 by 256 by 256 room. When you are complete with that. Ctr click all of the textures in your 256 by 256 by 256 box. Then right click it, this will show up some options. You need to press "Properties (4)." A box will appear, you need to get a Check Mark, in the box, Fake Backdrop.
Next set the texture you put in the 256 by 256 by 256 room, into a part of your map, congratulations, you have a skybox!
Yes you have a skybox, but its not complete, you can see it in your map. But you can actually see a Square for the skybox, if you play the game, you'll now what i mean.
To fix this problem, you need to first go in Static Meshes, and click Open Package. Look for Skyline-Meshes-Epic. Then go to Sky Effects, in the groups. You need to add the static mesh "skyline-skyringo" in your 256 by 256 by 256 room. Make sure that your Static mesh is around the Skyzone info.
Have fun!