For future reference another very simple way is when you are out and about take a few shots of cloudy skys.
Open one of them.Get the lasso tool and mask part of it...copy and paste to the image you want it on.
Hit control and T and stretch it until it looks good..
Fade the opaciy of that layer to your liking.If you need more duplicate the layer and move the mist to a new position.....much simple than brushes and gadgets.And you always have the original.
Dodge and burn a bit for a bit of contrast.