HDR is very important when working on the base of light, reflection and refraction. I would say that today there is no other way to start if you are making real footage and using 3D elements. Rosie is fully reflective, and there are some close-ups, so in the model, I didn´t use a chrome ball. We did a panorama, and ended up with a really high-res HDR for all the scenes.
In V-Ray, you'll find a map node called VRayHDRI, where you can load the HDRI file. This map allows you to choose the type of HDR you are loading; in my case it was a Spherical mapping. When it was loaded, I then adjusted the position of the HDRI in the viewport.
Normally in 3ds Max you'll put your map in the Environment map slot, but with VRayHDRI you have a better result and it's easier to adjust. There is also the bitmap standard in 3ds Max, but I would advise that you only load files with HDRI VRayHDRI, as again, it is easy to adjust.
Working with HDR
I start the lighting with V-Ray dome light using a HDRI map. Usually I start with the HDRI and add an area light according to the environment. Here, I lowered the intensity of the Dome light and used ?Spherical' (full dome). With this option I used HDRI as a full sphere.
I wanted to create a hotter and stronger illumination, so I added very intense area lights from behind, creating an almost silhouette back light. I used a 3900k temperature ? though some areas needed to be colder, and others lit from the side.
The picture here shows how the environment affected the lighting. First, I looked at the main light source (green lines) and tried to reproduce it. Secondly, I added other area lights to fill the darker points (red lines). Third, I looked to the shadow angles and blurs (blue lines). A good illumination of the model is very important, but sometimes this is not sufficient enough to integrate the model with the real scene.
Some examples of the light placements in the scene
Working with the environment
I tried to model some objects for the scene in order to integrate Rosie better with the environment. The more details you create the more you will have in your render.
Projections in the viewport