Hi Stefan,

EEVEE can use an HDRI to provide ambient lighting for a scene, as well as create the backdrop image for a scene. Unfortunately, at this time, EEVEE does not support using HDRIs to calculate shadows.

In my course, I show a world node setup where you can use an HDRI as a background image, but use a different color for the world ambient lighting. You can also do the reverse, use an HDRI for a ambient light and a solid (or ramped) color for the backdrop.