Where can I find a tutorial or atleast some source for a skybox?

I have no idea how to go about creating one.

Sky Dome vs Sky Box is it the same?

Search the gaming sites. flipcode.com, gamedev.net, and gamasutra.com are just a few that contain information about skyboxes/skydomes. This subject was talked about before in this forum, so you should do a search here as well.