Just thought I would add that there is no sky texture in the ESF.wad, it's in halflife.wad.
Here is a list of the default Half-Life skies, you just insert the sky's name in the sky name text box and it will use that sky instead.
http://collective.valve-erc.com/index.php?doc=1037472496-69804100
The ESF sky boxes are located in your ESF\gfx\env folder. I will use the birdofprey skybox for example. There are files called birdofpreybk, birdofpreydn, birdofpreyft, birdofpreylf, birdofpreyrt, birdofpreyup. These files themselves are the images that will be rendered onto the sky brush.
If you want to use the birdofprey sky, you just type
birdofprey in for the sky name. The same goes for all other skies.
If that wasn't too confusing, I hope it helped.