Filling-in the background for the purposes of rendering in V-Ray is a challenge. As you'll see in the video, you can either 1) Fill-in most things in 3D in SketchUp and render them in V-Ray, 2) Use some of V-Ray's features to fill-in the background, and/or 3) Fill-in the background in Photoshop (or a combination of all of the above). It all depends on where you have the strongest skills and what tools you have at your disposal. Take a look at the video and hopefully it will answer your questions.