Place your .hdr or .exr direct in the hdri& hdri_lights folder/subfolder of your Asset Library or Additional Library
Drag & Drop the HDRI to Network View. A proper Domelight/Environment Light will created & setted.
Double-Click on a HDRI in the Asset Handler, with a selected Domelight Node in the Network View, will instantly change the Input and Thumbnail of the Domelight.
Define the Domelight Type in the Preferences > Renderer Preconfig