So lets say i have a big desert map full of sand and i want something to be shown far in the distance,
like an illusion or an actual City of some sort that i can never get to in my game just so i dont have a vast desert of nothing but sand.
I’m still new to UE, but I would suggest either creating a mesh that is in a place that is visible but non-accessible; or to create the city as a separate actor that follows the same movement as the character, so that it can never be reached. Also for the second option, I would make sure to delete collision so that the city isn’t actually bumping into things or getting caught, but instead moves through all objects.
Are you talking about billboards? For that you just have a plane with an image on it far away, or you could have a low poly object. The shooter game sample project makes use of the low poly object method.
Download the vehicle demo -> I think there they have the exact same thing in their level 
Just use your sky image. Paint your city as part of the sky. For instance, in Blender, you can make an HDRI (use that for your lighting)and then re-render an image that matches but has the city included (use that as your color). You never reach the sky so you never reach the city.