As an old school doom mapper from the 90s, it absolutely isn’t. You build a room, apply F_SKY1 to the ceiling, and that’s it. The engine renders it more like a wall, but it’s not a traditional skybox in that it doesn’t exist in the level geometry outside of the room it’s applied to.
I just recently decided to get into the lore myself, from my research the three consistent recommendations on all the lists are (in no particular order):
Eisenhorn
Horus Heresy
Gaunt’s Ghosts