Goto Display Render Settings window > mental ray > Physical Sun & sky.

U will see a directional light appearing in the scene.

Render ur scene to see the effect.

Notice that, for different angle the light makes with the default grid, can simulate different day time...like, if the light makes 90 degree with the grid then it will be mid day, if is is 20-30 degree then it is dawn or evening...

You can also use IBL(above the physical sun & sky), just google for some good images...

Both of them are pretty easy to use.Any simple tutorial will be enough to understand them completely.

Dont forget to turn on FG and GI.Play with them.This is the best way to get a grab them.

You can also try using Irradiance Particles.Though, I dont have a good knowledge about them.

Achieving absolutely satisfying outdoor lightining is not easy .If u havnt used them before, then try indoor scene first, then go to outdoor.

Good luck.