The first thing is to create a sky plate where I can add my LEDs and electronic components.
I used styrofoam plates and some wood stakes to fix them.
To append it to the ceiling, I used 4 screws and a cable system:
The entire sky is 4,5m x 1m (seems small but it is big :P) and 1-2kg weight. So not so much and 4 screws are enough. The system is used because I plan to remove it daily to change the Arduino code and to add more clouds/lights and sensors.
Finally I used tempera and water to paint the sky, with circles to simulate the wind.