After I saw this, I looked for the tutorial on how this worked. And then I tried it. This was my result

Some observations from me.

1. I had to load an empty scene to get it to work. If I loaded a scene that had things in it, the background was grayed out when I went into the material room, even if I turned off visibility of the ground.

2. Maybe it was just the HDRI I chose, but it looked a little washed out and didn't see a way to modify it.

3. The figure had no light on it in the Pose room. I had to render to see how he looked. He did have some light on him. But I wanted more. I also wanted this view of the HDRI, so I added a distant light and adjusted it.

Maybe I'm doing something wrong, but those were the challenges I encountered.