Those files (I presume .tga files) should go in your cstrike/gfx/env/ folder
In the "Map properties" menu in Hammer, you can type the name of the sky you want to use. It should be the part of the name that the sky tga files have in common. For example, your files could be "myskyup", "myskydn", "myskylf" etc. In this example, the name of your sky would be just "mysky"