To replace the sky in a picture, start by making a selection of just the sky. Here the Magic Wand was used to select the predominantly blue sky region.

Now open a substitute sky picture and make a selection of the sky. Copy the selection (Edit > Copy) and then switch back to the original picture and choose Edit > Paste Into.

Immediately after pasting, press the Ctrl/ Cmd T keystrokes combination and use the Free Transform feature to resize and adjust the proportions of the new sky to fi t the area of the old.