Sunlight is a mixture of light waves of many frequencies, including all visible frequencies, which our eyes and brain interpret as white light.
The spectrum of sunlight is, for the most part, a so-called "blackbody spectrum," much like the light from an incandescent light bulb or a glowing stove burner. This kind of light is brightest at some peak frequency that depends on the temperature of the glowing object, and dimmer at higher (bluer) and lower (redder) frequencies. The higher the temperature, the higher the peak frequency.
In the case of the sun, the light is actually brightest somewhere in the blue-green part of the spectrum. However, it is quite bright at all visible wavelengths, and our brains combine color signals such that we see this particular combination as not having any particular hue. It looks white.
A combination of frequencies that is more biased toward high frequencies looks bluish to us; one more biased toward low frequencies looks yellowish (like a light bulb) or reddish (like a stove burner). Other stars can have visible surfaces ("photospheres") that are hotter or colder than that of our sun, so they look bluer (like Rigel, the southeast corner of Orion) or redder (like Betelgeuse, the northwest corner of Orion).
For the sky to look blue, the distribution of light frequencies that comes from the sky must have somewhat more light of high frequencies, and somewhat less light of low frequencies, than the original sunlight.