The characters fighting for Westeros in Game of Thrones are fighting mostly for CGI backdrops. Like many others TV series and movies, visual effects is a huge part of the production process as it handles details both great and small. A great credit to Game of Thrones is that the story is so good that we forget about the effects, and another great credit goes to the VFX team because their work is seamless. If you want to see the seams, you have to get a visual breakdown of how the shots are put together.