Same Photo

Thanks to madwill for suggesting exposure compensation to correct my sky issues. This was a huge revelation for me and one that is going to require a lot of study and practice. I am not sure how my camera works with exposure compensation when it is in manual. The online directions that I read said to put the camera in Program. I am not sure what that is or how to use it. I tried that and it didn't seem to work. This shot is in manual mode, with an exposure compensation of -1ev, but I used LR to expose the foreground. The sky is just as it looked this afternoon.
How did I miss the exposure compensation button?! Now, how to properly use it, and can I use it in manual?
Goodness, just when I think that I am making progress I discover just how much that I don't know.