How do I use an HDRI in 2.8?

How do I use an HDRI in 2.8?

And is there a good free HDRI that you would recommend for this train I made?

The way to add an HDRI is the same as in 2.79.
You go to your World properties and add an environment texture.

hdrihaven.com is a good source for HDRis, just choose one that you think fits your scene best.

As @strapazie said. This is the location.

Also here is a node setup if you need to rotate and position the HDRI environment to get the lighting from it in a better location. Use the X,Y, or Z rotation in the mapping node to adjust its rotation.