Can't add a skybox

So after having imported the Skyboxes I’m clicking:
Edit > Render Settings to bring up the render settings in the Inspector window.
Now I’m told that
“In the Skybox Material slot drag and drop in one of the Skybox materials from the Project window. The background of both the Scene view and the Game view will change to the skybox”

But I’m unable to drag the skybox image or folder from the Project Window to anywhere really.

What am I missing here?

I notice you called it a “skybox image”. You should be dragging a material, not just a single texture.

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Other than that, it’s just a simple as you’ve said, drag the material on to the Skybox Material field in the Render Settings rollout.

If you’re making a custom skybox, you’ll need 6 textures for each positive/negative 3D axis. You can make a new material based on one of the preset skyboxes and drag in your 6 textures (or the same texture on each if you wish).