@Acepyx if you open up the material tab and look at "Object" you will notice the two on the bottom of the list. "Background" and "Atmosphere." The background can be used to illuminate your scene. You can use any image you want and your figures and props will take on the lighting characteristics of the background image. There will be no bright highlights or dark shadows, just an even lighting that matches your background image. If you use an HDRI that is truly high dynamic range then you will also get bright highligts and dark shadows projected from the HDRI. The HDRI that I used in my example up there includes the sun and that is projecting sunlight on the figure and casting shadows like it should.

W10, Ryzen 5 1600x, 16Gb,RTX2060Super+GTX980, PP11, 11.3.740