What you're looking for is a skybox. I think there is already a skybox by default, but I might be wrong. Try holding down Ctrl and scrolling your mouse wheel down.
If it doesn't appear, make sure your texture set has one set. First you need to know which terrain set you're using. Maybe you're using Char or some urban tileset or whatever.
Open the data editor, open the Texture Terrain Set object type and go to your texture terrain set(with the same name as your texture set). You can set the skybox in the Background Model (Fixed) field.
I'm on a page about incorrect corrections, and spent the better part of like two hours trying to get someone to understand that -5^2 = -25, not 25, and then that post had comments get reposted because that group is self sustaining, and that person was in turn trying to explain what I just explained to them. And I'm taking that as a victory
I will be AFK for a couple of days you guys hold down the fort while I am gone. I will be checking in on my phone but that will severly limit me. Be back saturday!