After you download and extract the HDRI texture, start 3ds Max and drag the ".hdr" file into the Material Editor window.
Click to view full size image.
Click Lights on the Create Panel and choose Arnold from drop-down menu then add Arnold Light.
Click to view full size image.
Select the "Arnold Light" object and choose "Skydome" as shape type. Then on the Color/Intensity section select Texture and drag the output connector of the HDRI texture node to the texture box.
Click to view full size image.
After you assign the texture your HDRI reflection will be updated. You can enable Light Shape visibility from Shape Rendering section to make it visible as background on renders.
Click to view full size image.
Go to Arnold menu and select Arnold RenderView and render your scene.
