Which version of Photoshop are you using? The images you have are in which format? have you added them as presets?
The Sky Replacement tool uses artificial intelligence-powered Adobe Sensei to replace the sky in your original image with a new one. Thanks to Sky Replacement algorithms, Photoshop can analyze and recognize the current sky and plug in any other sky you want.
Please check out these articles to get the steps on how you can create your own sky presets and use them with sky replacement in different photos:
What I have found on the sideline, FWIW... The default skies in...
c:\Program Files\Adobe\Adobe Photoshop 2022\Required\Sky_Presets\ seem to be duped to
c:\Users\YOURNAME\AppData\Roaming\Adobe\Adobe Photoshop 2022\Adobe Photoshop 2022 Settings\Sky_Presets\ , making almost 140 MB of dupes — disk space stolen by Adobe(?) 😞 Maybe this has to do with the Windows user system and there is "no other way"...
Removing them from the second folder makes PS unable to find them (even though they are still in the Required folder), but removing just the jpgs from the Required folder does seem to work fine.
IIRC, importing your newly made sky, it will go to the second folder.