[shashanks18]

Hey Jorgehpz! First of all, thanks for appreciation :) glad you liked the tutorial.

Well, I'll go in order for your doubts :)

1) HDRI lighting is only for getting an ambiance in the scene. For example, if we have a dusk scene, the ambiance would be reddish orange or something, so we can just add a dusk HDRI to get the orange ambiance in the scene.
The physical light was added in the scene to give proper highlights and shadow areas in the scene, as these cannot be achieved with only HDRI. So to give the feel of a proper sunlight a light was added. You may be able to get ambiance with only a light, but the VRay settings would change a lot, and render time increases.

2) HDRI was added in the Viewport Background option for reference purpose, yes; and was added to the main rendering viewport for getting the sky in the background of the render. You can also add a different image(not necessarily HDRI) to the rendering viewport, according to your requirements.