2. How do I make a clip brush?
Like KD said, just make a normal brush and texture it with the CLIP texture.
5. When I'm in mapping mode I would like find out fast how to make things
Well, decompiling the map will often produce something that will take longer for you to decipher than it would to get the answer here.
1. How can I make my own skybox, want to make me a mario skybox since can't find anyone and just look to stupid on a mario map with a normal sky box :P
You want to make your own skybox?
Or you just want a standard night-time one?
In Hammer, got to Map->Map Properties...
and set environment map
to "night" or another valid skybox name. Here are some CS sky names:
3. Can you turn teleports On and Off?
Yes, just make a button (or whatever you want) and name it e.g. 'button', then in the trigger_teleport write 'button' in the Master field.
...and that's the bottom line because Mate de Vita said so.