How to use an HDRI map for lighting in Unreal?

Hi!

I want to use an HDRI map to lighten up my scene in Unreal but I don’t think
I’m doing it right because the lighting looks very odd.

I have imported my HDRI map into the Content browser and dragged it to the
Skylight (Cubemap) and switched the Source Type to
SLS Specified Cubemap.

Am I missing something?

Thanks in advance!