You cannot currently export clouds in any way except as render elements like alpha and lighting passes (in the Professional version). We are considering future options for import/export of cloud shapes. However you will not get the same cloud shading results in any other application, so if it's the cloud quality you want, it's best to figure out a workflow that allows clouds to be rendered in Terragen.
Typical VFX workflow can go in a couple of different ways. One approach would be to setup a scene in your primary 3D app with camera and lighting, then export in FBX to Terragen and setup your environment to match.
Another method would be to start in Terragen, creating your lighting and possibly camera in TG to get the base environment set, then export to FBX, including a section of the terrain (using the Micro Exporter node) to use for shadow catching and occlusion, etc. Bring all that into your primary app and model the rest of your scene around the Terragen environment elements. Render a Terragen environment map and use it for IBL in your primary app. Alternatively, render Terragen backplates and composite with other elements rendered in other apps, or front project and render in your app of choice.
- Oshyan