Problems with using Sky5X One

trying to setup the Skyfx skybox but so far have only been able to get the skybox load but not been able to figure out how to apply the light setting as shown in the web browser.

https://www.assetstore.unity3d.com/en/#!/content/6332


when I select the directional light it does not list the ambient light setting or skybox material as shown in their ref pic when light is selected...