So I wan't to have multiple sky boxes for different area's of the map, you can select the sky box as a model and use that but when you go In game you don't actually see the sky box so I was wondering If It's even possible to have multiple sky boxes that just surround specific parts of the map?

You probably kind of can by putting caulk brushes where you want the skyboxes to be and giving one side a sky texture, but a warning that if you can see multiple skyboxes at any giving location, this will happen, and you can see anything through the skybox.

Edit: I've never really tried it to see how it looks ingame though.