In your second question, you are asking merely for an atomless Boolean algebra, of which there are numerous examples. One easy example related to the one given on the Wikipedia page is the collection of periodic subsets of the natural numbers N. That is, the subsets $A\subset N$ such that there is a finite set $a\subset k$ for some $k$ and $kn+m\in A$ if and only if $m\in a$ for $m<k$. This is closed under finite intersections, unions and complements, but has no atoms, since any nonempty periodic set can be made smaller by reducing it to a set with a larger period.

For your main question, a similar idea works, when generalized to the transfinite, to produce the desired atomless $\sigma$-algebra. Namely, consider the collection of periodic subsets of $\omega_1$, the first uncountable ordinal. This ordinal is bijective with the set of reals, if the Continuum Hypothesis holds, but in any case (under AC), it is bijective with a subset of the reals, so one can take the underlying set of points here to be a set of real numbers. By periodic here I mean the collection of sets $A\subset \omega_1$, such that there is a set $a\subset\alpha$ for some countable ordinal $\alpha$, such that $\alpha\beta+\xi\in A$ if and only if $\xi\in a$, where $\xi<\alpha$. Note that if $\alpha$ is fixed, every ordinal has a unique representation as $\alpha\beta+\xi$ for $\xi<\alpha$, since this is just dividing the ordinals into blocks of length $\alpha$. This means that $A$ consists of the pattern in $a$ repeated $\omega_1$ many times. This collection of sets is easily seen to be a Boolean algebra and atomless, but it is also $\sigma$-closed, since for any countably many such $A$, I can find a common countable period since the collection of multiples of any fixed $\alpha$ form a club subset of $\omega_1$. Thus, the intersection (or union) is again periodic, as desired. There are no atoms, since any nonempty periodic set can be made smaller by reducing it to have a larger period.

There are numerous atomless Boolean algebras arising in the forcing technique of set theory, used by Cohen to prove the independence of the Continuum Hypothesis and many others subsequently.