Its explained very well in the manuel ?!?

Easy way with WED:
To fog walls without script open ure map probs...fill in the fog color rgb
values. If u set a walls (fex) albedo to 1 (or the fog color uve been choosen)
its "foggy".

Global fog script:
main() {
...
CAMERA.FOG = 80; //thick fog
FOG_COLOR.RED = 1;
FOG_COLOR.GREEN= 1;
FOG_COLOR.BLUE = 1;//...a dark grey fog
CAMERA.FOG_START = 0.8;
CAMERA.FOG_END = 1000;
...
}

its written out of my memory hope its correct !