Select Polygonal Lasso Tool (Feather: 30px) to make selection similar to mine on screenshot below.
After creating selection, just invert it with Select > Inverse.
Press Delete button to clear selected area.
Create new layer under the current one and fill it with white color. Select layer with clouds and resize it a bit with Edit > Transform > Scale.
You can see that you need to fix brush borders. To fix this select Eraser Tool and choose a soft edge brush.
Once you have clear all borders you can delete layer with white background.
Now save brush with Edit > Define Brush Preset.
Close current document without saving. With Brush Tool selected, press F5 and apply these settings:
Create new brush with name Clouds 2 by clicking on button on right bottom side.
Open photo in Photoshop. Unlock background layer by clicking twice on layer thumbnail on Layers panel.
Create a new layer. Select colors #192559 (Foreground) and #91aac8 (Background) and create a linear gradient (Foreground to background) using Gradient Tool.
Move gradient layer below lion layer. Select Eraser Tool (Opacity: 56%) and select Clouds 2 brush and start erasing background on lion layer.
After you finished cleaning background around the lion use Image > Adjustments > Desaturate.
Apply Image > Adjustments > Brightness/Contrast:
Apply Filter > Blur > Gaussian Blur:
Apply Filter > Blur > Smart Blur:
Apply Filter > Blur > Motion Blur:
Change layer mode to Soft Light for current layer.
It’s time to add some clouds. Create new layer, select Brush Tool (Opacity:10%) and select Clouds 2 brush with white color (#ffffff).
After adding some clouds change brush size and add a few more.
We need to add shadow to the clouds so they look more natural. Create a new layer on top and change layer mode to Overlay. Apply Brush Tool (Opacity: 10%) with Clouds 2 brush and black color (#000000).
Create a new layer on top, select Brush Tool (Opacity: 50%) and now we need to add small clouds. Select white color as foreground, change brush size to something around 50px and apply like i did on screenshot below.
Apply Filter > Blur > Motion Blur to this layer.
Change current layer opacity to 15%.
To finish our tutorial I would like to stylize clouds a little bit more. Create new layer and change layer mode to Soft Light. Select Brush Tool with Clouds 2 brush (keep changing opacity and brush size in the process) and highlight all bright areas of the lion (mane, part of the eyes) with white color and opposite side (especially shadows on the face of the lion’s mane) with black color.