Could you post screenshots so we can try and help? :)

if the area is totally enclosed, you'd need to add torches with lights in or near them (if it's a historic or fantasy arena) or other lights if a sports arena.

If it's open to the sky you just go into the amtosphere editor, load different atmospheres ot find one you liek, or, make your own by adjusting the sun's position, add or remove clouds etc.

Setting up lighting is key to any render, and a very complex thing, in regards to artistic ability/knowledge and time taken to perfect it.

Some basic tips:
Usually sunlight should have 1.00 softness. This can can be increased if the sun is meant ot be soft through clouds, or a soft sunset.

Adjust the shadows of each light so they are around 85%, real shadows are rarely absolute.
:)

see tutorials on imports and lighting in my signature by way!

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