Render the Clouds
Now let's color the sky, which should still be selected. Choose Filter, Render, Clouds
from the menu. You'll see a random sky-and-cloud pattern appear. Since it's a random effect, you can apply it over and over again (no need to Undo first) until you get a pattern you like. Then, to fine-tune it, choose Enhance, Adjust Lighting, Levels
, and tweak the Levels tool. You might move the rightmost slider a bit to the left to brighten the sky, for example, and then fiddle with the middle slider. As you can see, this effect looks most realistic on small areas of sky, as shown a couple slides back.