Hi Klebnor, the idea is simple add the folders to Backgrounds and Backdrops in the Misc tab.
Backgrounds are the HDRI files, so you just need to drag and drop the preset to your Background option. Backdrop are for colors only, this way you will not see the HDRI file as a rendered background in the final image.
Both folders need to be added by hand (hope this change in future!). Look at your presets folder and you will find both GIDome folders under Backgrounds and Backdrops folders too.
Let me know if you have more problems.

Here some youtube help:

http://www.youtube.com/watch?v=0ugmQwNmp_g

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