There are plenty of terrific tutorials that plop in a HDRI to light a scene; and many more that round out a render by using the same HDRI as a background for the shot. A couple of clicks - and hey presto - perfect lighting.
Turns out in many cases that's only half the story. What may be all well and good for a static render may not get you very far when it comes to an animated shot or CG integration with live action. Our eyes are very attuned to subtle differences in light and watching a CG element move through a scene without any change in light is a dead giveaway that something's wrong. But wrong is what you'll get with a single HDRI lighting your scene.
If we want to get the most out of our HDRI in these situations, the trick is to also leverage the HDRI for "scene reconstruction" – enveloping our scene with textured geometry containing all that 32 bit lighting goodness so as CG elements pass through, around, above, or under these meshes, lighting conditions change.