You can create these Shaders in the SHOP. Environment includes Atmosphere nodes and Background nodes.
There are two types of Atmosphere in Arnold, Fog and Atmosphere Volume. Fog simulates the effect of light scattering, which causes more distant objects to appear lower in contrast, especially in outdoor environments. Atmospheric Scattering simulates light scattered by a thin, uniform atmosphere. It produces shafts of light and volumetric shadows cast from geometric objects.