Nothing fancy really.
Follow YouTube tutorial from below to setup the fog and use an overcast HDRi to light it. Don't use direct light sources or sharp HDRi highlights, if you want to have something that looks like the image you provided, since it has ultra soft shadows. The Corona Volume will further diffuse any sharp shadows, but still, overcast HDRi is preffered.
You will be forced to use fully bounced fog to create the natural look, so prepare for some painful performance hit.
In a pinch you may fake fog using a a zdepth pass.
Fog won't make a scene's quality magically go up, so how natural it looks depends on how well the scene is setup in the first place.