I’m testing Hdribackdrop. Lighting the scene only with Hdri. But I’m missing shadows?!
any advice?
You can get shadows from skylights only if you use raytracing or lightbaking.
As NasteX said, you won’t get standard dynamic shadows.
If you want to bake your lighting, make sure you set the skylight component to static so that it will contribute to lightmass.
Now I’m using Skylight component static and baked. And I’m getting now shadows mesh on mesh but not on the “ground” of HDRI (like in documentation)?
You dont get shadows because the mesh the HDRI is on doesnt have lightmaps. In the documentation you see the shadow because in default the skylight is set to movable, which generates real-time shadows that are not dependable of lightmaps.
Currently dont think this is the best use case of the hdri backdrop, you should use the actor just as the name suggest as a backdrop. Which means to have something on the background that “emit” light through the skylight.
So you have to either create the ground in 3d for that to work, or to export the HDRI backdrop mesh, create lightmaps in the 3d software you work with, and then import back the mesh. After that you can use the new mesh as a hdri backdrop and skylight instead the default hdri backdrop. Ofcourse this depends on what you want to do. 
Good luck!
Thanks a lot !
this explains all.
it’s a shame that in docs the are not saying what you just explained.
once again
thank you
Hmm, I dont think its the docs fault but its more of an work experience thing. I just know why something doesnt work after 5 years working with the engine, though its not always so simple. 
The thing with the docs is that they just show you how the specific tool work and how can be used. More than that you gotta figure it out yourself - you should know that there is always the possibility to use the specific tool out of the box. 