For many of us the link between nature and mental well being was a clear one but it's great that research is now catching up. Japan has certainly lead the way with their 'forest bathing' schemes. (You can read more about that here).
But for many of us it's simply the feeling of stillness or oneness that comes from the natural world. That doesn't mean you have to head out to a mountain top (although if that's your sort of thing then go for it). Most urban spaces have parks and gardens and you can go there, or head out of town into more rural places.
Sitting in your garden can be great but if you don't have a garden then get a pot plant! (Or of course grow some herbs indoors). There are some amazing plants that you can grow indoors.