The tutorials were made for HL1
HL2 is different!
In texture selection click browse, type in sky and look at the sky pictures.
Choose one you like in your head and look at the name...
In map properties type for example if you wanted day01 you would type:
sky_day01_01
or day 02 of day 01
e.g.
sky_day01_02
Other examples:
sky_day03_01
sky_day05_04 etc etc
CSS skies are basically office for cs_office sky, dust for de_dust etc etc...