How to Make a skydome (skybox) with Unreal (UDK)

If you're playing around with the Unreal Developer Kit, one of the things you'll need to know is how to add sky to your outdoor maps. This used to be called creating a skybox, but in this tutorial it's called a skydome. Follow the steps in this excellent how to and see how to put blue sky (or dark night) above your head. It's not too hard and something you definitely MUST know as an Unreal level developer. This thing is Unreal!