For the background you can just take a photo from google and blur it a lot. After the blur, you can take a soft brush and paint in some extra shapes if you choose. As far as rendering this piece. You should set up a 3 point light set up to start with.
The moon light coming from the top right is kinda like your sun light in another scene or even an directional light. Then we have the skylight which affects the top planes of the anatomy of your character. Last is the bounce light from the ground which is light opposite of the light rays coming from the Directional light(moon light in this case). The bounce light lights the bottom planes slightly. You can then add more lights like the rim light in this case. The rims can come from street lights that are just off canvas/camera of the scene light you have here.
By the way I just blurred a NYC picture for the background and did a slight paint over. This is just a way to get started. You can define things further if you want.
Hopefully that helps.