Make sure you read up on the Time of Day documentation to discover how to tweak environment fog for your level.
The Fog entity is used to overwrite the fog effect in specific areas. In indoor areas a subtle fog effect can be added to simulate a dusty area.
To use, create an area shape and link the shape to the Fog Entity. When in game mode, you can walk into the area and see how the fog gets different inside. Outside Game mode the fog is not visible.
FogVolumes exhibit the same properties of global volumetric fog, with the added benefit of locality. Currently supported volume types are boxes and ellipsoids (including spheres as a special case).