Skybox tutorials out of date?

So here I am, an ex Unity user struggling getting up a non-fancy simple Skybox up and running. The first issue im having is using dds files which are extremely oversized for the web and in general (will export to html5). Is there any way to do this with seperate 6 images on a cube and project it to the sky? If not then how do I set up a simple skydome?

I read many tutorials including this one How to create simple space skybox? - Rendering - Unreal Engine Forums but with no success since the interface and workflow in the current 4.7 is slightly different. For someone like me who is absolutely new this difference is much of a change. The online unreal manual about skyboxes seems to be incomplete and the exporter is outdated. Although I did use the method stated there to create a dds file from my images and followed along as much as I could in all tutorials I could encounter.

I would be very grateful for an updated step by step method of creating a skybox.