If you are using Unity, follow these steps to turn your images into a functional skybox:
Select the Sky object, and in the Properties window, assign each image to the corresponding property (e.g., SkyboxBk for back). Creating Custom Skyboxes - Gerald Clark skybox.zip
Extract all files inside skybox.zip to a designated folder on your local machine. If you are using Unity, follow these steps
In the Explorer window, insert a Sky object into the Lighting service. If you are using Unity
Drag and drop the extracted images into the Project Window in Unity.