The simplest way would be to use EZDome 3 like Miss B said above, but if you need a quick and dirty HDRI in Poser, all you need is a sphere with the normals facing the inside of it, and of course, it has to be UV mapped. I believe Poser Pro 11 already ships with a few props for that purpose, like a sphere and a dome. They are in the Props library, but you can make your own if you like. Once they are in your scene, just map a texture into it, plugging it into the "Diffuse" and "Ambient" channels. The prior is to make the HDRI image to show in Poser, and the latter is to make it emit light. The intensity is controlled by the ambient "value", where 100% is "1.0". Any values above that will saturate the Diffuse image, turning it into white. This is why EZDome uses 2 spheres - one just for the diffuse, and one for the ambient (emission), so we can increase HDRI intensity independently from the diffuse backdrop.
Hope it helps.