I don't think you're doing anything wrong; you're just expecting Carrara to behave like Bryce.  They have very different approaches to many of the same things.

There isn't a cloud texture in Carrara, as far as I know.  If you want to texture a infinite plane with clouds, you'll need to create the cloud texture in a different application (or apply one from a photo).  Or, you could probably get close to a cloud texture using some of the noise and fractal operators in the texture room.  Might be a fun exercise, but it's not the best way to create a clouded sky.

Clouds -- the volumetric ones as well as the old sort-of-volumetric ones that are still available in C5 -- are different animals from geometric objects.  You can't texture the clouds in the texture room; you can adjust the volumetric properties in the modeling room -- things like color of cloud, amount of  "silver lining," etc. 

Clouds that are generated in the scene by use of skies or realistic skies are different, yet.  Those are adjusted within the skies editors you get when you add a sky to the scene (in the properties palate on the right of the interface under "atmosphere.")  Color, shape and animation perameters are adjustable there.

Hope this is helpful.  Carrara is a wonderfully deep and rich program that's absolutely worth spending the time to learn.  Once you get the hang of it, you can create things you'd never imagine possible.

 - Dex