HOW DO U DO BACKGROUND THINGS!?

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Uhh, I have no idea what exactly your issue is, having trouble going through that paragraph.

If your talking about out of bounds areas that aren't in the skybox, then yes, you will have to build those to scale. As for the skybox, you should probably look at this

http://tf2maps.net/threads/guide-seamless-3d-skyboxes.24667/#post-329881

Hey, another Sanctum fan!

Big mountains in the distance belong outside the skybox walls as a part of your 3d skybox. It's good to make use of the 3d skybox for such large things because the geometry itself can be made a fraction of the actual size, and simply projected as full size to a viewer inside the map. This keeps the area inside your skybox small, and the compiler will thank you!

However, you should still leave some out-of-bounds, playerclipped-off space inside your skybox walls for any decorations involving props, because those won't scale down like brushes and displacements will.

As long as the skybox texture is toolsskybox and not toolsskybox2d, you'll be able to see your mountains and other 3d skybox stuff through it.

Be sure to read through the guide Moonrat posted and this more technical guide if you're not sure how to build a 3d skybox.

Definitely start by reading Freyja's guide. Basically, what you're doing is building the mountains full-scale, placing a sky_camera entity at the origin of your map, scaling down the mountains along with the sky_camera, moving those outside the main map, and enclosing it in a skybox cube. Both the main map and the 3d skybox geometry need their own skybox walls.

If you're talking about actual mountains, those are just a flat painted background that appears when you set the skybox texture (File > Map Properties) to the one you want.