How do I use skyboxes?

i have no idea what a rwx file is. But I assume there are 6 or 5 textures and a mesh file.

You would do something like this:

camera=createcamera()

cleartexturefilters
texturefilter "",48 or 9
sky=loadmesh("skybox.3ds")
texturefilter "",9

entityfx sky,1
entityorder sky,1
entityparent sky,camera
...
; then somewhere in the main loop you need to rotate the sky each frame to a fixed angle.

while game ; main game loop
 ...
 rotateentity sky,0,0,0,1
 updateworld()
 renderworld()
 flip
wend

if there is no valid mesh in the zip, you may build one using a modeler and the textures.