I've mostly just started out, but this seems to work for me. You can do it all in one scene I think.
-Foreground:
The most important thing is to make sure you can render out the foreground (presumably the subject of the image and any meshes/objects that it interacts with (shadows mostly)) with a transparent background. I haven't done this in daz, but I think there should be an option. If not, one workaround could be putting a green plane covering all the areas where you want transparency and using the "Color to Alpha" tool in GIMP to replace the green with transparency.
*Edit: took a look in daz studio to confirm
Draw dome: off
^I think
-Background (HDRI):
Hide all the foreground objects and using the same camera (angle, position, etc.) render out a plate/image of just the hdri map. Apply depth of field if that's the look you're going for. You can also put background objects in this step that you don't want in the foreground.
*Edit:
Draw dome: on
^I think
*Be sure to name the renders accordingly in your output folder. A simple fg/bg suffix should do.
-Compositing:
Go into GIMP and "load the images as layers" with the foreground and background images. Then you can just drag whichever layer goes on top in the layers section. You can adjust each layer separately to enhance the effect you want.
Here are a few examples from renders that I uploaded earlier.
Gorgeous group for 3 generations. Now we really need to see them in swimwear, glamourous outfits & poses, nude in heels, in the photographer's studio etc.
KW characters are always somewhat cartoonish or characterized. Dial them to 50-60% and they look a lot more realistic. Also most of the texture sets look really good in Iray.