You don't plug it *into* anything. You plug things into *it*.
As Richard described, though the easiest way to add a shader (e.g. Image Map with a starfield image loaded into it) to it is open its node settings, go to the Surface Shaders tab, and click the green + button to the right of the "Surface shader" field. You can then add a new node such as an Image Map Shader, or connect to an existing node. What this will do is fill the entire background of the scene (i.e. "behind" the sky) with the image you chose. Remember that it will be affected by the atmosphere and everything else will be in front of it, including clouds, etc. so this will change how the image looks. Also be aware that it is a sphere around the entire scene, so any image you apply to it would ideally be in a spherical format.
- Oshyan
