Something like this added inside of Main, at bottom.

bg_color = 5;//play with this value
d3d_fogcolor1.red = 250;//play with this value
d3d_fogcolor1.green = 150;//play with this value
d3d_fogcolor1.blue = 30;//play with this value
fog_color = 1;

camera.fog_start = 0.01 * fog_range; // fog at 75% of fog_range
camera.fog_end = 6 * fog_range;// fog till 100% of fog_range

Use your own bckground color and fog colors