Yes you do halve to put it in as a model then set the transparent flag in the objects properties.
Here is a list of things to do it if your still confused.
1. You need to make a dome model if you haven’t done it yet
blender.org here is a link to a reasonably nice modeling software
if you don't have any others other than MED,
and best part it's free.
2. Now that you have your model, put it in to you working
folder.
3. Now open your level.
4. Rite click the 3d view screen and click add model.
5. Position your dome accordingly to where you want it. Then select it and in the object property window check the transparent box. Build the level and it should be transparent
Hope this helped.