How to render a skybox?

I am planning to render a skybox, but I have a question: can I set the vertex to infinit distance by setting the w coord to 0 ? or this box will be clipped by viewing frustum?

Don’t know, try it and find out.

Setting w to zero will probably get an unpredictable result. But if it IS handled nicely, it will most certainly be clipped. A point at infinity is ALWAYS outside the view frustum.