The best way is to go File -> Append ->"3DN-SimpleSky" -> Collections -> "3DN-SimpleSky Collection".

Alternatively you can open the .blend file provided, find the "3DN-SimpleSky Collection" collection, right click and select "mark as asset". That way you can easily drag and drop the collection into any project using the Asset Browser.

The geometry of the sky is generated using geometry nodes. Under the "modifiers" tab you can adjust the scale of the spheres to match your scene.

Ensure that the GeoNodes modifier and the "3DN-SimpleSkyOBJ" object are set to display in the render output. Alternatively, ensure the "clip start" and "clip end" distances of the render camera are relative to the scale of your scene.

The main factor that adds to render time is the "Cloud Detail" value. If you're experiencing a substantial impact on performance try reducing the "Cloud Detail" value and play around with the "Cloud Roughness" value.