Sorry but I can't find anything in the manual to just make a basic fog which will 'fade' buildings which are in the distance.
Have tried the scattering medium texture in the medium slot of the daylight but that seems very unintuitive and the best results I can get are a uniform darkening or grey covering the whole scene with no sense of the fog having depth. Its more like just looking through dirty glass.
Also looked at volumes and vdb but this seems really convoluted for what I'm after.