Fun with Skybox in Unity

Let us start by creating a material that holds the skybox. To do that go to your project tab and right click on the folder you want to store your material on then create a material.

On the inspector of the created Material, Select skybox>6 sided on the shader drop-down and add all the six skybox texture.

Go to windows>rendering>lighting settings to open the Lighting tab.

inside the Environment, drop your created skybox material inside the skybox material and you're all set!