Jeremie,A basic backdrop is really quite simple.Like David said take a piece of foamboard and paint one side a nice looking (to your eyes) skyblue,then paint the otherside a rather grayish blue (for an overcast sky.
That should get you started,then take some white paint and drybrush some streaks here and there across the skyblue.Go easy with this till you get something that pleases you.Then you can get more elaborate if you want to.You can do the same thing to the other side using different shades of gray just remember to do it in moderation.
If you should by chance screw it up (been there done that :cry: ) just repaint with your base colour and try again.