[Tutorial] Skybox/Skydome the easy way

One thing I am not clear about is what dimensions the sky box texture should be before you save as to DDS using Nvidia plugin.
I have a sky nebula kind thing and its 1024 X 1024.
So I created an image with dimensions 1024 high and 6144 wide.
So it looks like this:

So what I am not sure about do you actually save out one single image with that long rectangular dimensions?
In other words all those images side by side to form one long rectangular?
That is what I tried and it does import into Unreal but I get this error when trying to create the material: