There are a few different techniques needed to deal with all the things you want to do. First, do render the focus on the statue and not the background, you need to limit your depth of field, or how much of the image is in sharp focus. This is controlled by the focal length of the lens, the camera to subject distance and the aperture; the longer the focal length (eg 200mm) the less of the image that will be in focus. As well, the larger the aperture you use (eg f4 vice f11) the less will be in focus, and the closer you get to the statue, the less will be in focus. So: Use the longest focal length (telephoto) lens you have, set your camera to aperture priority and select the smallest f#, and get as close as you can. Bear in mind that depending your lens, you might not be able to achieve what you want due to the physical limitations of some of your gear.
To deal with the blown out sky and under-exposed statue, you can either add more light (yes, I know that seems wrong), but adding a flash to the equation may allow you to get an exposure that will provide a well exposed statue and sky, HOWEVER, given that you want to use a large aperture for the selective focus, that is likely not the best option. Therefore I would suggest using a technique called high dynamic range merge, commonely called "HDR" where you take 3-5 shots of the scene from EXACTLY the same point, but at different exposures; one exposure for the sky, one for the middle area, and maybe two for the statue so that you have a series of images which are identical except for exposure and each one has one part of the scene correctly exposed. You can then use special software to merge these images and create a composite with the best overall exposure. This technique does require special software and the results can look "unusual" (check out some of the posts in our HDR gallery further down).
Hope that helps...