This is one way to convert a HDR (or nonhdr) skybox into a HDR cubemap1. Get this VMF file
2. Choose your map's skybox, and compile with HDR.
3. Play the map and type "buildcubemaps" in console.
Important: your screen resolution must fit a square that's at least 4x the cubemap resolution. So for a 1024x1024 cubemap, you should have at least a 4096x4096 screen resolution. Fortunately if you don't have such a ridiculous monitor lol, there's Dynamic Super Resolution. It's a graphics card driver feature that changes the screen resolution to a higher than the monitor's.
You can google it and figure out how to use it, its easy but i just dont want to clutter this tutorial much
4. Now after you've built your cubemap (and restored your resolution to normal), use GCFScape to extract the hdr cubemap VTF file from the BSP. There should be several weirdly named VTF files, the one with the largest filezise should be it.
Drag'nDrop it outside and its ready to be used as a custom cubemap.