Partly to share and partly because I can never seem to remember which files are suppose to go where specifically, here is a post about HDRI images and setting up an environment for rendering in Maya. HDRI images are amazing and beautiful. They're also extremely useful for texturing and lighting as reflections work off of reflecting things in the environment. It's hard to get good reflections and know what something is going to look like if your object exists only in a strange gray world. This is particularly necessary to match reflections on objects that will then have to be composited into a live action plate.
HDRLabs.com is an amazing resources to get some hdri images from.
Upon downloading one of their environments you will get a a zip file with different image files. There may be files such as an .ibl file, a 2k .hdr file, a bg .jpg file, a env .hdr file, preview. jpg, and a thumb .jpg. Not all of these are necessarily used as some are for imaged based lighting but for now I am just talking about using the images to create an environment for whatever assets is being rendered.
In Maya, go to the render settings, and under the Vray tab there will be an Environment section which can be expanded out. Turn it on first with the checkbox "Override Environment" The largest file in dimension size, usually a .jpg file file will connect into Background Texture. The medium sized high quality file will connect into Reflection Texture and Refraction Texture The smallest file in dimension size and blurred image file will connect into the GI Texture