Rocky, if you want to see your sky textures, you need to create a Thok Barrier. To do that, create a sector that wraps around the whole level, set its floor height to a little bit above that of the floor of your level, and set its ceiling height to the exact same number. ONLY apply textures to the lower side of the wall of the Thok Barrier.
If you do not have a proper Thok Barrier, you will not be able to see your sky textures.