Go back to your Lightning layer and fill the selected area white with the paint bucket tool, or by pressing CTRL + Backspace (if white is your background color) or ALT + Backspace (if white is your foreground color).
Next right click on your layer (in the layers window) and select Blending options (Fig.14).
In the pop-up window go to Outer Glow and use the settings as seen in Fig.15. Click OK and that's your lighting done!
Creating The Storm Clouds
So now we want to create volume in our background, so let's get cracking. Create a new layer above the flats layer and below the lightning layer and call it "Clouds". Fill that layer with a dark, grey blue color as seen in Fig.16.
Select the brush tool and choose a hard round brush from the list, with the following settings (Fig.17).
Now, using a lighter blue, lightly create some random shapes to give some form to the clouds. Remember to vary the size of the paintbrush and try not making it too logical - clouds aren't geometrical. (For those that have a Wacom tablet, you can change the size of your brush with the "[" and "]" keys.) The results of this can be seen in Fig.18.
Fig.19 shows the contours that we're going to follow.
Now, pick an even lighter blue and start creating volume along the shapes you created in the previous step (Fig.20).
Something to keep in mind: the clouds have more volume where the light hits them and fade off the further from the light they are.
Now we've got nice fluffy clouds, but to give them even more definition, select the color white and go back in with a smaller paint brush. Just follow the contours of the clouds, varying between large and small curves.