The Background controls the lighting of the scene. You can change the background that is being used, the Brightness of the background, and the positioning of it.
To start, go to https://hdrihaven.com/hdris/category/?c=all and select an HDRI (High Dynamic Range Imaging background) by selecting one from the list or using the categories on the left. The spheres below each image will show you what the lighting will look like.
When you've chosen an HDRI, choose a download setting. For this, you will only need 2k textures maximum. 16k will just cause the render to slow down and take more space on your hard drive.
Save the HDRI in an accessible place. On the middle-right tab of the Skin Renderer, you can change the settings for HDRI lighting.
Image Input, values under the Open tab should be ignored.
Allows you to customise which HDRI you use. Note: The amount of noise may vary between which you use.
Below is a comparison of different HDRIs used.
Only change the values in the middle. This allows you to reposition the HDRI lighting in the scene, without having to change or rotate any objects or cameras in the scene.
Below is an animated demonstration of changing the Z axis, ranging from 0° to 360°, which rotates the background fully around the image along the Z axis.
Value ranging from 0 to infinity. This allows you to change how bright the HDRI map is, and how bright the weapon will be rendered.
Below is an example comparing values 0.1 to 0.5.
Transparency is in the bottom-left tab of Skin Renderer, under Film. By ticking this, the render will hide the background in the Render and use either Transparency or Black instead. Save the rendered images as PNGs (Properties step) to change output, however this will by default be set as PNG.