Making a Skybox

I’ve been experimenting with 3d lighting shaders lately, but anything I draw seems like it’s in a dark room lit by a bright light from one direction. While this is great for, say, a dungeoneering game, it looks really weird when I’m trying to emulate an outdoors environment. I think a skybox-like construct would fix this, but I’m not sure exactly how I’d make one. Does anyone have any hints, suggestions, or advice? Thanks in advance