Linking "World" to "Object"

Hi, I’m trying to recreate this effect:

“Under world ad a new texture. With Clouds and hard noise enabled. Turn on mist, an on your left turn on blend and paper.Make an empty mesh and animate it in the same direction as the camera but a little bit slower.
Under world turn on object and write the name of the empty mesh
You just have to play with the setting in mist and texture It depends on the size for the other object in your scene”

And cannot figure out what he means by “Under world turn on object and write the name of the empty mesh”

Can anyone point me in the right direction?

Thanks!