not the clearest of questions but i'll try.
seems you want a fighter sim. well. you need ground and sky.
there are also 2 types. one where the area of play is limited and the other is expansive (you can continue on forever)
for expansive you need either a tile-able ground planer "heightmap" and texture. i'd suggest L3DT for this from bundysoft. horrendously cheap and pretty good. if you want good texture results you'd need to make your own (they may of improved since i last played with it.) if you deciede you want prettier landscapes theres an OK wiki explaining it from L3DT and i suggest Allegorithmic MaPZone.
or you can make your own algorithm to "invent" the landscape as you move.
you can use a skybox but i'd suggest using a blueish background and change the colour closer to black as altitude increases. then for clouds use particles so you can fly through them.
the horizon is a fog effect i believe again with particles.
there is a tutorial floating around about how to make a fleight sim in XNA also.
www.google.co.uk for that though
Dead.Rabit