360° Video in SkyBox or Sphere

Hi there.
I am new to unity and I am looking for how to play a 360° video in unity.
I found out that you can do it in a skybox or in a sphere.
But i dont find the reasons to do it this way or that way.
Maybe someone can tell me and show me links where I can read about it?

Thanks a lot in addvanced
Regards.