This question is really old, but I ran into this same problem. I wasted hours pouring over the text trying to figure out why the skybox texture wasn’t appearing. Turns out, it is a TYPO!!! (sort of) When you initialize the skybox object, the last argument in the constructor is the scale you want the skybox to render at. The book has it set to 500.0f. For whatever reason, that is too big and it won’t show anything but the blue clear color you set. I just set it to 100.0f and it worked.
So, to reiterate: the BOOK’S code shows this
mSkybox = new Skybox(*this, *mCamera, L”Content\\Textures\\Maskonaive2_1024.dds”, 500.0f);
If that isn’t working for you, just change the last argument to a much smaller value, like this
mSkybox = new Skybox(*this, *mCamera, L”Content\\Textures\\Maskonaive2_1024.dds”, 100.0f);