The resource .dml file for a sky contains 6 textures, 1 environment, and up to 3 layers for moving clouds.
The first six corespond to the 6 sides of the skybox. The 7th texture, the environment map, is used to reflect the sky in water. It's also visible when people forget to texture their models so their crates end up looking like boxes made out of clouds. It's the last 3 you're interested in (although you'll usually only need 1).
As an example, a sky with moving clouds might look like this:
1
2
3
4
5
6
environment
clouds
The names can be anything, they only correspond to the names of the textures of the skies. It's what the textures look like that determine where they go, and the position in the file determines where they appear.
I could also have a sky that looked like this:
9
3
855
2
potato
no
zzzzzz
8ff
and it would still work, but the first is a lot more typical.