This tutorial explains how to add skyboxes to your 3D game project in Unity. A skybox is basically a large box that surrounds your world. It is a 6-sided cube that has inward-textures which make it appear round. You can create your own skyboxes or use existing skyboxes.
Skybox examples and asset package download link: http://codemahal.com/video/adding-skyboxes-to-your-3d-game-environment/
