how to use hdri :
Create new corona material, add the exr/hdri in the diffuse channel
Create a new sky object, link the corona material.
Now u can see the hdri in 3d view. No more
Don't touch color profil.
If the hdri is overexpose to adjust the sun position, lower the exposition in material editor.
Create a camera and hit render, now play with Exposure(EV), and highligt compress ..
And every hdri need differents settings for the exposition. Maybe one from Noemotionhdri need -4 EV, one from PG skies maybe +1.0 EV etc.