Unity

Import settings

Selected the imported skybox images and check the import settings. Disable Generate Mip Maps (it can create creases) and set Compression to High Quality for the best possible quality.

Creating the material

Create a new material and apply the Skybox/Panoramic shader, as an image select the skybox image you'd like to use. Use the rest of the values to rotate the skybox, set the tint and exposure.

Applying

Select Window › Rendering › Lightning and navigate to the Environment tab. There you can select your skybox material in the Skybox material field.

Godot

Import settings

Select the imported skybox images and check the import settings. As Mode select VRAM Compressed, toggle High quality on. Make sure Mipmaps remains turned off.

Applying

Create or select your WorldEnvironment node, find the Sky value and create a new Sky. Select Sky material and choose PanoramaSkyMaterial, then click the newly created material. In the Panorama field select one of the skybox images.

Unreal Engine

Import settings

Double-click the imported panoramic image in the Content Browser to open the Texture Editor. Under the Level of detail section, change the Mip Gen Settings to NoMipmaps (this prevents visible seams or creases). Go to the Compression section and ensure Compression Settings is set to HDR (RGB, no sRGB) for optimal quality.

Creating the material

Create a new material and open the material editor. In the Details panel, change the Shading Model to Unlit and check the box for Two Sided. Drag your skybox image into the node graph to create a Texture Sample, and connect its RGB output directly to the Emissive Color pin.

Applying

Drag a standard Sphere from the Place Actors panel into your level. Scale it up massively (e.g., set the scale to 1000 on the X, Y, and Z axes) so that it completely encapsulates your scene. Apply your newly created skybox material to this sphere. Finally, in the sphere's Details panel, search for Shadow and uncheck Cast Shadow so your new skybox doesn't block out the lighting in your scene.