First lasso out the sky in given Aquaduct picture as shown below.
step 2 of 5
Using Filter>>Render>>Clouds , you should be able to create something like this :
step 3 of 5
Add the picture of "The Reaper" on the arch .
step 4 of 5
Using the Brush Tool with size ranging from 2px up to 6px and hardness 0% , create the lightnings in the sky . Alter the opacity in order to blend the lightning and the sky together . Then use the Burn Tool to darken some parts of the sky where you find it suitable (around the lightning) . Use also the Dodge Tool to create a slight glowing effect on the lightning .
step 5 of 5
Create a few more lightnings and there you have it : "The Doom Bringer" .