I can create in Scene, but when I switch to game I cannot control and see no sky
A new scene only have a camera, there is nothing to control. Look in the hierarchy view the rollout “Create” or in the menu GameObject->Create.
This is humorous. There is something called as camera which you should focus on the object, which you have created. And there you go, you will see in the game view! And regarding SKY, there is something called as Skyboxes which you should import from the Assets. If you do not apply, you don’t see the sky either.
Happy learning.