From time to time every artist has to combine multiply images together for the desired final result. By this it doesnt matter if you combine objects, different photos or just placing an item in your image. What matters is the way how you can implement the object inside the image that nobody would guess that this "extra" object wasnt on the image also before. Of course there are several ways in Photoshop how to achieve this and I will show you some. In this tutorial I would take an image of a nature and slowly transform it into an Alien World.
http://www.3d-sphere.com/photoshop/creating-an-alien-world-using-photoshop