I agree that "scenery" is generally too broad a topic to cover in a general "How do I do scenery" thread. Your best bet is to search these forums and the internet for more specific help: how do I make a mountain, river, forest, tree, etc. Just remember that there are just about as many ways to make scenery as their are hobbyists, and no one method is necessarily any better than any other. It's best to try several and then pick the one that works best for you. And as LateStarter says, don't be afraid to screw up. It's pretty easy to just rip it out and do it again.
Some thoughts to get you started.
Basic Terrain -- I use pieces of extruded foam board cut, stacked, and glued together, then shaped with a rasp, then covered with a thin layer of Sculptamold and painted with brown interior latex paint. I have tried various hardshell (papier mache / plaster cloth over a framework) and prefer my method. Big cliffs are made by shaping and carving Sculptamold with carving tools, smaller rock outcrops are plaster castings.
Ground Cover & Foliage -- a mix of ground foam products from both Woodland Scenics and Scenic Express.
Water -- Flat water (broad rivers and lakes) -- acrylic gloss medium poured over painted Sculptamold (dark green-black in the center, lighter at the edges). The edges are landscaped with rocks, dirt, sand, plants, and deadfall before adding the water. Running water -- acrylic gloss gel applied over a fully landscaped bottom.
Trees -- Armatures using Woodland Scenics, Supertrees, and dried sedum from my garden, covered with black poly fiber and assorted ground foam products. Some commercially produced trees. Some background hills have puffball trees.
Roads -- painted joint compound. Use masking tape to get a clean edge, and don't forget some crushed rock at the edges.
Backdrop -- painted foamcore. Blue sky oversprayed with white (more overspray closer to the ground), rolling hills "suggested" by green arcs. All done with an airbrush.
Others can provide alternate methods or amplification. If you'd like more details, just ask!