The Atmosphere object will automatically be added to your scene along with the terrain object after clicking on Objects > "Create Environment". The atmosphere simulates the sunlight & shadows along with atmospheric scattering depending on the sun's position.
To adjust the sun's position click on the Lighting Icon on the left side of the viewport.
The first control element changes the direction while the second defines the height of the sun.
To get fine sun height control, move your mouse far away after clicking and holding the mous button on the sun.
The farthest is your cursor, the finest is the control.
The preset buttons on the right can be used to store a specific position. To store a position on a preset button hold your CTRL-Key while clicking on a button.