A good way to create a stars skybox is using the 360 panorama images from eso.org.
They process is like this:
Dowloand a 360 panorama, from eso.org and open it in photoshop, scale the complete image to 4096x4069 (for example), don’t worry for the estreched resoult.
Then still in photoshop go to filters/ distors/polar coordinates, and convert from rectangle to circular coordenates.
Then you got a semihemisfere with the image.
You can export it now to unreal.
For the mesh you need a semisphere, from 3dmax or other 3d program. You need to make que UVs in a polar coordinates way. ( usually i map from the top, and then i use relax to distribute the uvs correctly.
Then export the mesh to unreal.
Now you got everynthing you need.
Use a unlit shader, and don’t forget to remove the collision from the semisphere !
In case you need a complete sphere ( for a spaceships game, for example, you need to create two images, one for a top semisphere and another for the bottom semisphere.
Hope thats help.