I reviewed the atmosphere folder and it appears all the atmosphere are *.iATM file types.
Will 3dxchange 6 pipeline convert import files to this file type?

I haven't found anything on this.
It may be as simple as just changing the extension on specific file types.

I realize there is file type ATM from Vue, but I don't own Vue.
There is a free version - of Vue called Pioneer, which is a free download.
It may be a way to do this, but I thought it worth asking.
I can't afford a $400+ program for a few skies

.iAtm files are "bundle" files that include sky, lights, and various settings found under Atmosphere. They are an internal iClone format and can only be saved from within iClone.

HDRI files are a special type of graphics file. You would need an external program to create those. I've looked into it at one time but sort of gave up as it seemed complicated. Hopefully there some experts will chime in that know more about these.

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Take a Look at this.. http://www.ptgui.com/hdrtutorial.html  
There is a "Try before you Buy" and the cost is not too high, considering the level you want you to achieve.  
HDR is, to put it simply, "A stitching of bracketed images that create a full 360 environment".  It gets more complicated, the more you read into it, but essentially it is nothing more than that.
You can even do them inside iClone for export, should you have the desire to setup your camera shots, terrains, vegetation and objects. With almost unlimited cameras now, you could set of a scene easily and use camera switch to take the various angles needed.  The link above should give you a good lesson without me having to repeat what is already there.

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