Open your images
Open up your image which hasn't got a great sky and the sky you're going to replace it with. Once open, select your new sky with the rectangular marquee tool or the Quick Selection tool and copy it by pressing Ctrl C or by going to Edit>Copy.
Quick Selection Tool
Now click on the image you want to replace the sky on and use the Quick Selection tool to select the un-iteresting sky. When it's all selected go to Edit>Paste into and your new sky will now be sat where there old sky was.
Adjust the sky
You can adjust the position of the sky with the move tool or, if it's too big go to Image>Transform>Free Transform and use the anchor points to change the height/width of the image. Hit the enter key to apply the changes and go to Select>Deselect to deselect the sky.
Clone Stamp Tool
There will probably be a white line between the sky and your landscape which makes it rather obvious the two weren't taken together. To remove this, select the Clone Stamp tool, zoom in (Ctrl +) and work along the edge of the landscape, selecting from the different parts of the edge of it as you go to brush away the white line.
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