My map is a maze this is the maze i made it from

This is the 3-D model

Ok now I still need to connect the walls to the skybox.
I was wondering if there is a way to link the walls to the skybox other than deleting all the faces around it and creating faces linking it to the box. I know this is a good way but is there a faster one?
My next question is how to add lights? like a light on the wall. Because im going to add a top and i want lights in there.
Well if you can help me please do.