Do a right click on the skydom in the scene outliner - “find in content browser” - copy the skydom mesh to one of your own folder - delete the bpskydom from your level - add the mesh - apply a material with the new skydom texture
When you want to keep the clouds and all effects, you will have to modify the existing skydom bp + material (just add your own texture)
I dont know which one is better, but I mainly use a skydom