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Please follow the steps on this Autodesk KB article. Then refer this tutorial to know more about mental ray lighting and rendering settings. Please refer this Youtube video tutorial also.
Youtube Video Tutorial: https://www.youtube.com/watch?v=Ds5n0ZdtAy8
Autodesk KB article : https://knowledge.autodesk.com/support/maya/learn-explore/caas/CloudHelp/cloudhelp/2016/ENU/Maya/files/GUID-DBE14B41-02D8-4B23-A525-1FD0FAEB5F82-htm.html
Another Tutorial: http://www.3dtotal.com/tutorial/234-architectural-visualization-rendering-in-mental-ray-3ds-max-by-maxim-ganzha-lighting-room-sofa-window-table
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After creating the physical sky, open your render settings again by clicking the render settings button.
First start with the settings in the Common tab. In the Image Size section set the image size.
Open the Quality tab and go to the Anti-Aliasing Quality section and open theRaytrace/Scanline Quality subsection. Set the Max Sample Level to 2; the Min Sample Level will automatically be set to 0. Anti-aliasing quality controls the smoothness of edges in renders. High settings improve the quality of the render very much, but will increase render time significantly.
In the Features tab, make sure Raytracing and Final Gathering are enabled.
Now the settings are setup to make a render. Press the render button to start rendering.