Both of those are put as post process. They can be set in Final tab. Both needs Z-buffer to be preevaled and are scene scale sensitive (however settings can fix bad scale).
Fog is easy to set. You can give own color and set a distance on which that color will cover whole pixel color. Density tells how fast fog arises. You can also exclude your background (sky/envmap) from fog.
Aerial perspective is a bit experimental code. You can only set scale here and it will bleed distant pixels based on sky settings.
