This quick tutorial
should be enough to help get some fog into your new
level.
I won't
be explaining about shaders just yet as I have to
work this stuff out myself :) but for now this
should be fine.
Presuming
you know how to build a basic square room what you
need to do first is load the SFX
texture set from the texture menu inside Q3Radiant.
One of
the most important thing with fog is that only 1
side of it can be seen at any time.
This means that you can't have a floating cube of
fog as more than one side is visible.
As you
can see with this picture, our cube of fog is
aligned with the wall and the bottom of the fog
brush is against the floor making only the top
visible.

Anyway,
draw the fog brush out making sure that only one
side is visible and then assign the fog_intel
texture to it.
There
are other textures but I'm using this one for now.
Compile
your map and then go play in the fog in your new
level.
I will
put together a more advanced tutorial soon with info
on changed density and color etc.. but this should
do for now.