The atmosphere object has no geometry. It generates a world filling volume, which can be used for global for effects. The atmosphere object allows direct material selection from the Material field of its property tab. The material selector shows all materials of the current library that define volumetric properties. Note, however, that since the atmosphere has no geometry, only gas materials with constant properties should be assigned from the 'Material' gadget.

You can map a gaseous material to an atmosphere object ...

If the material includes turbulence or other density variations, it is better to map the material to the atmosphere using for example parallel mapping.

... or assign it directly as an object property