If you are using Infinite or X-Stream you can insert your file as you have in this image and then save as an HDRI from your File/SaveAs menu. You can also do it in 360 Pano if your photo is stitched together. I personally only use Pano Photos as stated above and it is really in the LDRI class, but if the photo's Res. is high enough I don't have any problem with.
As far as shadows are concerned. When you setup and Photo or HDRI the slider is all the way to the left for Ambience in the lighting tab of the Atmo Editer by Default. I always slide it back to the right for about 30 or 40 percent Sunlight/// 70 to 60 percent Ambience and change the light dome color to a grey from what ever it may be, then take your sun and just drag it into the area you want and it will cast the shadows you want or need.

I would rather be Politically Incorrect,
Then have Politically Correct-Incorrectness!!!