So I am making an Island but I dont know how to make a skybox, can anyone explain this to me? Thanks.

Go to map properties and enter the name of the sky that you want to use. You can find a list of them https://developer.valvesoftware.com/wiki/Sky_List.

Seriously though, the sky should already be there unless you've manually disabled it.

Ok thanks for replying but I may sound like an idiot right now, where is "map properties" located because I cannot seem to find it?

That was a joke

I've never heard someone say "skybox" when it wasn't about a source engine game.

Also, be glad you're not using Valve's hammer world editor.

Ah ok like that, well I found it anywas by rightclicking the cell I use, edit and then go to lightning where you can turn it on or off and choose a sky.

Uh...well then.

Remind me not to give out advice :V