how do i make a skybox?

Look in the CoD Mapping Tutorials.

This is most likely one of the easiest things to do, so you shouldn't have too much trouble.

Basically, a skybox is six very large brushes that encase your whole map. Make a cube with 6 sides in other words (do NOT make a large cube and hollow it out with the hollow tool! You can end up with errors).

So basically you are building a box. Make sure you bevel each end so that they all meet with 45 degree angels (this prevents light leaks and is important since your sky box is like the end of your map. If light leaks out of your skybox, your map will not compile right).

Once you have the box made, go inside and select each face of the box that faces your map by holding down the Ctrl-Shift keys and left clicking with your mouse on that side (you only want to texture the inside of your skybox).
Then select the sky texture you want. Most of the sky textures don't show up in the texture box. But once you've selected one of them, you should see it in your 3D box.

That's it, and all you have to do to make a skybox.

Or, like Juicy1366 said, read the tutorials......

http://www.modsonline.com/Tutorials-read-144.html