Here's my contribution to this discussion. I'm not an old hand with Cindigo, so if I get anything wrong here, I'm sure someone can straighten me out.
Using HDRI Enviroment lighting in Cinema 4D with Indigo
1) If your HDRI image is in "probe" or "cross" format, you need to convert it to equirectangular projection using Cinema 4D's "Convert HDR Probe..." or "Convert HDR Cross..." utilities that you will find in the "Render" menu. If not, skip to step 2.
2) Open your HDR file in Photoshop or similar program and save it out in Open EXR format. This file format will work with Indigo.
3) In the Cinema 4D scene where you wish to use the HDRI Lighting, create an Indigo Material. It should be a Diffuse material, color should be white, 100% brightness. Click the checkbox next to "Emission" on the left to create an Emission channel for the material. The spectrum type should be RGB, white, brightness 100%. In the "Emission Map" area, load the .exr file you saved in Step 2. Name the material something memorable, like "Sky".
4) If you have not already done so, in "Render Settings" click the "Effect..." button, and add the "Indigo Render Settings" Effect. Go to the "Environment" tab, and set the "Light Type" to "Background Material". Drag the "Sky" material you created in Step 3 into the field next to the "Background Material" option in the Enviroment tab in the Render Settings dialog.
That's it. You now have HDRI Lighting in your Indigo scene. It might be difficult to see how this environment is oriented in relation to your scene. I recommend putting a mirror ball into the middle of the scene, and putting the camera above it, looking straight down, and rendering that. Then you'll know which way the lights in the HDRI map are in relation to your scene, and you can then adjust/rotate the scene to compensate.
If you need the HDRI brighter, or darker, in relation to other lights in your scene, you can do this by adjusting the brightness of the spectrum type in the the "Sky" material. I often use a value of 500% or more. You can assign the Emission channel of the "Sky" material to it's own light group, and then experiment with different values for the lightgroup in Indigo's interface, to figure out what the brightness value here should be set to.