Are you talking about the fog on the edges of the map?
That screen shot you have is of JUST the map, the white fog is the "Weather" on the map. You hit F2 mode and loaded in just a map, it allows you to edit the map as you see fit.
To bring up the list of weather to add to a map hit "F6". Then pick your weather, hit ok and hit F3, save your map as 0.mi.
F2 is map edit mode
F3 is general editing, allows you to add troops, tanks, make missions, change weather.
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