When you want to include a credible environment, you can use the Skybox tool. This looks like a large cube, with seamless texture maps of skies placed on the inner side. By setting it around the scene, it follows camera movements and appears as if the whole sky surrounds your scene. There is a default package included with Unity that you can use (Assets | Import Package | Skyboxes) that contains about nine examples. A Skybox can be activated in two places, as shown in the following screenshot. You can activate a default Skybox material in the render settings (Edit | Render Settings). You can also define a Skybox material for a particular camera, by adding the Skybox component to it (Component | Rendering | Skybox).
It is possible to create your own Skybox images in almost any rendering software. Define a camera and position it perfectly horizontal. Set its viewing angle at 90 degrees. Record a six frame animation, with the camera orientated to one of the six cardinal...
