You name the lights in Poser for instance to "G1: light" , "G2:light" etc and you can have more than one light in a group. The IBL picture has to be an "filename.exr", but Photoshop allows you to save hdr files as exr. 

You can make the changes even during rendering in LUX - this is really fun. I am moving on to car rendering now. Here I just wanted to see if its possible to render a more complex scene. What I learned was that the more bright and non white colors you have  - the faster the rendering is. You can also find such hints in the LUX documentation which is really useful. 

What I also want to try now is creating HDRIs, it should be possible, because you can render at different Fstops with a given value of ISO.

Thanx to all the people who have put their efforts into this. I wondered what LUX actually does or can do - because when I look at pictures with the reality sticker on it on the other side, they actually don't convince me at all, most of them are as badly rendered as in 3Delight.