Hi-why don't you take a look at this tutorial, it may help with the basics.

https://www.posersoftware.com/article/536/poser-basics-how-to-use-hdr-lighting

In short, your image does not rotate because it is on the backgound, not on a sphere. To rotate the background image, change the Y value in the rotation of the mapping node. (It is explained in the tutorial).
If you purchased the lights I recommended, there is a light set in those that says 'lights the scene but does not render'. Use those--you will see in the scene but it won't be visible on the render as they are set already that way. (Both of those sets contain a light set like that).
The point of the HDRI is that you don't *need another light.