Creating the HDRI SKY
Now its time to take away that dark studio and add a nice blue sky. In your Material Editor, go to Create/Convert > Create Environment > Sphere Environment. Once the windows explorer pops up, locate the hdr file Sky.
Make it a Sphere
Under the Environmental Material section change the Environmental Geometry to a sphere.
Hide the Shadow Plane
Uncheck the box that says Shadow Plane Visible. Since we already baked our shadows we don't need this plane for this exercise. Now that we have a nice blue background we can start adding the textures to our scene.