I dont think I've ever used dodge and burn tools for concept art.
I start by laying down the base colours, then figuring out the colour of the lighting (ambient, direct, and bounced). Then I start by choosing a lighter and darker colours of the base colours for light and shadows, which take into account the colour of the lighting, once that is done, then using various brushes with various opacity levels, I would paint in all of the larger detailed things, and slowly get to smaller details. Ofcource the more smaller details a part of the scene has, the more focus it will grab, so knowing what areas to have more details and less details is also very important.
Another really important thing to keep note of when making concept art is to always use real world references. Using other concept art as references isnt a good idea because the artists who would have made that piece may not have fully understood everything, and may not have used proper references. Sure you can use other concept art for inspiration, but it is generally not a good idea to use a concept art as your main source of reference.
If you want to make concept art, get a tablet, doesnt have to be a very expensive high end tablet, I use a simple $80 tablet, and it works for me. Also always get critiques, ALWAYS!
Good luck buddy.