It's not a foggy background; the scene has volumetric fog throughout - note the godray from her head downward roughly parallel with her sword.

To do this, place a box mesh engulfing the construct. The box will be your volumetric air. Place a plane over the box; this plane will be a transparency gobo for the infinite light (the only light in the scene). The gobo will simulate breaks in the clouds. The gobo plane should considerably overhang beyond the edges of the atmosphere box, so that rays from the infinite light must pass through the gobo to reach the atmosphere (air) box.

I separated the construct's skydome from its terrain, and re-imported them as two separate props, so that I could set the skydome's properties to not participate as a light emitter, not cast shadows, and not be visible in raytracing. Thus the skydome appears in the render, but it does not light up the fog near the skydome walls. I had to set the sky to ambient value 7 to get it to show properly.

example of a simple material for the gobo plane: The infinite light strength was 12,500%.

Material setup for the volumetric "air" box; the absorption color is slightly blue.

Render settings will need to use volume samples and volume bounces. Expect long render times.

Poser 12, in feet.  

OSes:  Win7Prox64, Win7Ultx64

Silo Pro 2.5.6 64bit, Vue Infinite 2014.7, Genetica 4.0 Studio, UV Mapper Pro, UV Layout Pro, PhotoImpact X3, GIF Animator 5