Look at the error message, it tells you what the problem is, and where.
So look at line 9 (CTRL+g will take you there in VS) and it is an assignment:
skybox.SetTexture = reader.ReadLine();
implies a method to me, and you can't assign to a method.
So look at the documentation (a simple Google will get you there): Unity - Scripting API: Material.SetTexture
Yes, it's a method. So you need to call it, and pass it two parameters:
(Or similar) - and provide it with the Texture to set it to, replacing the "???" in my example.