First, add the ”Texture environment” material node. In the texture slot, add an ”RGB texture” node. IMPORTANT: If you are using Gamma/LUT in 3Ds Max, the RGB texture node will be default gamma 2.2, which you need to change to 1 since HDRI maps is NOT supposed to be gamma corrected. Then of course you can play with the gamma and power values to get the desired result. Increasing the gamma value will create sharper, deeper shadows.
Then add the ”Texture environment” node into your environment slot, (short key ”8”). If you want to rotate the map, changing the position of the sun, you do this with the ”translation” values in the transform node connected to the RGB texture node.