The mix tab allows you to bring a setting from one style into another style. You have to select the other style in the bottom of the panel before any of the buttons become active. Then they let you import those settings from the second style into the currently selected one. Unless there is a style that has the sky background you want, this isn’t the way to alter the background.
Instead, open the “select” tab in the styles window. Click the little house icon that John referred to to see the styles currently in the model. If there is more than one showing, click the one you want to edit. Then click the edit tab and within the edit panel, choose the background icon (middle of the row of buttons). That should get you to the panel where you can set background, sky and ground colors.