In Houdini go to Object Context and create a Dome Light (hit Tab key and type dome then select the Dome Light). In this guide we will be using Redshift however the workflow is same for all renderers.
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Switch to Studio click and drag the HDRI thumbnail into the Dome Light > Attributes > Texture path box. (Or you can click the "Copy" icon on HDRI thumbnail and then paste into the Texture path box.)
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After you assign the HDRI you will see it on the viewport and you can also render your scene to confirm it's working.
