Right. Panda doesn't need to provide a specific SkyBox class, because Panda's regular scene graph primitives are general enough to do anything a SkyBox would be doing. In general, a SkyBox is a model that is:
* parented to the camera: node.reparentTo(camera)
* counter-rotated to world coordinates: node.setEffect(CompassEffect.make(render))
* (optional) drawn first in the scene: node.setBin('background', 0)
* (optional) with depth buffer disabled: node.setDepthWrite(False)
The last steps are necessary only if your model is not large enough to enclose the whole scene, but you want to make it draw behind everything anyway.
http://www.panda3d.org/wiki/index.php/Cube_Maps
http://panda3d.org/phpbb2/viewtopic.php?t=3192&highlight=skybox
http://panda3d.org/phpbb2/viewtopic.php?t=2131&highlight=skybox
