After downloading https://hdrihaven.com/hdri/?c=sunrise-sunset&h=tears_of_steel_bridge (4k version):
Open environments panel
Add Basic Environment
Click to assign texture for Background Image, and select your downloaded HDRI
Ensure Original Projection is Equirectangular, Output projection Same as input
Set your new environment as 360°, or even Global environment
Done (maybe give environment a good name)
