After you download and extract the HDRI texture, start Maya and drag the ".hdr" file to the Material Editor. Set the Color Space to "scene-linear Rec-709-sRGB" from the Property Editor > File Attributes.
On the Arnold shelf tab select create Skydome light. Open Hypershade Editor and then drag the texture node by clicking and holding middle mouse button into the color texture.
Go to Arnold shelf tab and select Arnold RenderView and render your scene.