Have you gone through all 6 parts of the tut? The description reads that it comes with " High-medium res environment textures" and goes over "Creating a basic environment" as well as "usage of Render Layers for better compositing control." I haven't viewed the tutorial but my guess is that after all the lessons on animating and visual fx, you'll find info on adding the background/environment in Maya or in a separate compositing software. Let me know if that's not the case.