For exemple I have a map (outdoor) but when you are at the end of the map you are in the empty. How to make this look like that continue to the infinity (the terrain)
Well to make it seem like the terrain is continuing infinitely would probabbly involve moving the terrain or somehting like the infinite terrain concept featured in one of the AUMs.
To get a nice blending with the gap between land and sky you could try a sky entity with alpha values that fades gradually.