The sky was shot somewhere a couple of years ago.
Last week I photographed the guy and the dog.
All done with natural light.
The four original pictures that was used:
Placed a diffuser behind Odd so I could mask out his hair.
Step by step:
As shot.
Camera Raw edit.
Changed the perspective using Free Transform and Distort.
Moved the well, and some of the sand and grass in the left down corner.
Removed a person, lightened some of the shadows, lowered the lower part and added a new sky.
Added the dog.
Added the guy on the next three pictures.
And finally I added some color cast. Finito.