2D Custom Skybox Questions

Where do you put the texture files for the 2D skybox and secondly, how do you make the skybox?
From what I’ve seen, people are telling you to make one big hollow block around the map but that doesn’t seem right
and I don’t really understand what this link is telling me to do. Please help! I’m getting really bored working on my
map without testing it out once in a while.

PS: I’m using Hammer for Half-Life: Episode 2 and making a map for Garry’s Mod.