In this video tutorial I show how to setup a 6-sided skybox material and I present a free skybox asset called Worldskies.
You can follow along this video to see how a skybox material can be created:
The asset Worldskies is 100% free and can be found on the Unity assetstore:
For creating a skybox material you just have to create a new material in Unity, set the shader to Skybox 6-sided and then drag the textures of the skybox to the appropriate slots.
The Worldskies asset contains such a material already that you can use out of the box and there is an example scene included with a camera script that lets you adjust and roate the camera to see the full skybox when the game is started.