You know, you could just search “ue4 volumetric fog” on Youtube…
Here you go: Volumetric Fog tutorial Unreal Engine 4.16 - YouTube
Increase it until you’re happy with it.
Just know that it may severely impact performance the closer you get to the player, because it has to render everything else through a veil of 90% transparency instead of opaque. Press F7 or whatever it is to see the shader complexity, to see if it bogs down the performance too much in regards to the hardware/platform you’re targetting.