The point light is shining through the wall because it doesn't have shadows turned on. To fix this, change the Shadow Type variable on the Light component to either Hard Shadows or Soft Shadows, depending on which one you like best. Also, make sure the walls, ceiling and floor have Cast Shadows and Receive Shadows on. This means the walls and ceiling will now block light from the point light from passing through.
The reason the Skybox affects the indoors is due to the Ambient Light in the scene. Ambient Light is light that is added to the object even when it's in shadow. To disable this:
- Open the Lighting window using Window > Lighting
- Open the Scene tab
- Slide the Ambient Intensity slider all the way to zero.
This will disable the ambient lighting.