A different marble can be chosen in the level select screen; click the "menu" button.
Custom marbles may be added in the game's directory platinum/data/custom_marbles. There is a text file there with instructions, but it doesn't mention that each dimension of a marble texture should be a power of two and that the more transparent the image is, the less reflective it will be.
If you want, you can modify skybox textures under platinum/data/skies.
I suppose it would be possible to write a small script for offline mode (that can be pasted into the console) that sets the skybox to something else every time a level loads. A PQ developer is probably best to help with that.
The filenames need to match, otherwise the game (any of them) won't find the filenames the levels say to look for. Each level points to a file path for a DML file, which is just a text file with a list of the image names (and a blank last line, for some reason).
enviro_map.jpg is for the engine's old reflections. Often a custom sky uses the name "7" and a non-panoramic shot for that, or just uses MBG's cartoony one.
If there are not seven images in a skybox, it won't work. If the seventh is missing, some other image could be put there, but it would need to have a name that matches the last one in the DML file.