I am doing general climate changes with making the sky brighter and I want to see the changes in the render window without having to go into the game. How do I do this?

If I'm not mistaken: there is a button of a cloud (it's close to the lightbulb) that lets you preview the sky as it is. If you update the climate, this will update automatically as well. Hope it helps!

I clicked on:

WorldData>Weather>SkyrimClear

Then I clicked on the cloud icon and nothing showed in the Render Window. I am a new user and don't know how any of this works.

You may have to click this one 2 or 3 times before it works the first time, it is a little bugged

You have to load a cell from a worldspace or interior for anything to show in the render window. The cloud toggles sky lighting, though I'm not sure where it pulls that data from or if it's accurate to regions placed in the world itself.

How do I load a worldspace? Everytime I try to load it, all I see is the ground.

You should check out some of the tutorials here: http://www.creationkit.com/Category:Tutorials

They're basic enough that anyone who ever touches the CK should do all of them, but complex enough that they give you a strong push in understanding a lot of the CK's core systems.

The 2nd one in that series covers basics like loading and moving the camera so you can navigate spaces: http://www.creationkit.com/Bethesda_Tutorial_Creation_Kit_Interface

Thank you! I will look into them.