Sooner or later, you will want to add some kind of sky to your map. Whether its an indoor map with windows, or an outdoor map, most better maps have a sky. So let's first classify a sky in the id tech 3 engine. A sky, or skybox as most mappers call it is a texture which looks the same from all perspectives.
This means it doesn't move when you move in the map like all other textures do, hence giving an illusion of something far away. First off, the myth that to make a skybox, you will have to make a big box around your map, is wrong. it is enough to put the sky shader just where you want the sky to be, so if the sky is outside a window, just put a single brush with a sky shader on one side (the one facing the window) outside the window. This is enough to give the illusion of a sky on the other side of the window.
Usually, there are already a bunch of premade skies with shaders included with your game. These can be found in the texture folder called skies. Here, make sure you texture your skybox or sky brushes with the shaders, not the actual textures themselves. The shaders have a white frame around them, so you will be able to identify them in the texture browser.