If you want to use it as a replacement for the SkySphere, then you’ll probably need to create a giant inverted sphere (or hemisphere) on your map and cover it with a Sky Material. You’ll also have to include an atmosphere node to all materials that you use inside your scene and that are supposed to be placed inside the atmosphere and being observed from a distance. This is necessary for proper attenuation of light that comes from these objects to the camera. But you can also try to emulate this using standard skylight and atmosphere fog.
Note, that using this shader only makes sense if you want to show a transition between the atmosphere and the space: for example if you are making a flight simulator or building space scene. If you just want to show your scene from the surface, then standard UE4 atmosphere effects will be much better in terms of performance and flexibility.