Simple way to make a skybox thanks to Philip[phb5000].
Making a skybox is really simple:
Make a cube
Hollow it
Apply the "Skybox" texture
Now you have to apply a sky that will be used in the game. For some reason, even if you arent including a sky in your level (like an indoor level) you still have to set the sky texture. The default sky texture is one that, for some reason, doesnt work when I try to compile a level.
To set a different sky texture do like this:
click "Map" menu
click "Map Properties"
select the "SkyBox Texture Name" key
change the value to a different sky texture like "sky_dust"
Tip: if you cant find tutorials for CS:S, just try looking for hammer tutorials for like CS. There is a lot of stuff that is the same.