You can create these shaders in the SHOP. Environment includes atmosphere nodes and background nodes.

Atmosphere

Background

Background nodes include the sky shader, but a flat could also be assigned here. 

Adding An Environment to a Scene

To add some atmosphere or background to a scene, first, create a shader in the SHOP. Double click to enter the VEX Builder and Tab-type (Custom > Fog / Atmosphere Volume / Sky). Connect the output of the atmosphere nodes to the atmosphere parameter of the environment output node and the sky node to the background parameter.

atmosphere_volume & background -> OUT_environment inside an Arnold Shader Network

 

In the Main tab of a Render Output, connect the required shaders to the environment parameter.