If your ENB comes with a data/textures/sky folder then it will overwrite the vanilla skies.If I recall right nevada skies does not use the Vanilla names for skies so only the Vanilla sky textures will be overwritten,this means: If you use the Nevada Skies .esp you will still see the Nevada Skies textures (but they WILL look diffrent with an ENB,if you do not like the changes just disable the "Sky" option in your local ENB .ini)
Hope I could help.