How do use set extensions?

How do you use set extensions in Hitfilm? I downloaded some mountain backgrounds from ProductionCrate and would like to fill the background of a shot but I'm having trouble getting parallax right and also blending the edge between my footage and the mountains.
This isn't a very shot-specific question I'm more asking in general how to use set extensions.
Comments
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Assuming you have moving footage you'll have to track the shot. Point track, Mocha or Foundry, any way you slice it you need to track the sky (if you have some cloud texture to track) or things on the horizon. That gives you the correct position points for proper parallax.
Blending? That's all about masking, feathering and color correction. It's such a general question offhand can't be more specific.
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@Triem23 I know it’s a very general question, that was intentional because I have a lot of set extensions to do so I wanted to know the general basics. The blending the edges is the part that seems hardest to me.
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Search YouTube for “sky replacement film riot”. They have a ton of different episodes for various techniques that might help you a ton.