Depens a lot on what program are you using. But lets get to that later.
- Try to texture a bit the objects. Even Paint wich is the most basic program ever, has a spray that can give you a bit texture.
- Projected shadows. This is the most basic thing to give deept to an image, In the example one object is now clearly behind another.
- Use external resources like textures. I googled Old wood texture.
- Add elements. For example bolts to the upper thing, etc.
But one very important thing is that you shoud use a more advanced program than Paint... if that is what you are using.
Using for example Gimp gives you the posibility to work in layers.
Layers is a realy, realy, realy big diference when working on a digital file.
Now you can work on an element and work on an element behind it without making a mess.
Just deleted my answer that was maybe considered to be blasmephous. A new try and a new possiblity to increase my downvote saldo.
So: You can create scenes that look out as 3D - there's a clear sense of depth. But the parts in that scene seem to be flat. It's like everything is made of one inch thick plywood or other plate material. And everyhing seems to be standing in too good, perfectly uniform light
You have a few ways to improve. At first choose at least one of the following three goals:
- make some parts to look out having less uniform thicknesses. At least the pylons and the horn like symbolic elements should have a sculpted shape.
- add surface textures. The parts should not all seem to have a planar uniformly painted surface. Wood or stone never are the same in two different places.
- make the light not to come uniformly from everywhere. Daylight is not that flat and and at night there maybe are lamps.
These all are technical aspects. The most important thing is to fit into some story that is intended to get told. This goal should be the reason why something has been drawn. Even drawing skills of the highest rank do not make an artist, it's the ability to have a story and the ability to tell it, that makes.
Refer DLew's picture example. My impressions:
The time is dangerous. Youre are in a dangerous place. Behind the door there is something big that is waiting for the one, who dares to take the key and enter.
Texture and lighting are very important to create realism. See this image as an example:
The door looks like actual wood, there are shadows/highlights on the trees, ground, and door, and the glow under the door and through the keyhole adds dynamism and intrigue. Those are the types of things you need to add to make your image more realistic.
Now, "how" to create those things? That's a different question. There are probably an infinite numbers of methods depending on your skill level and preferred software, and an equal number of tutorials on the web to help you learn said techniques. I don't think one answer (or thread of answers) on SO can really teach you what you need to know.