You’d use them to the combined Render (with Transparency, that doesn’t have Bloom) and Background Image or Video. Adding the Bloom after mixing them.
When using an HDRI, you can change some Values in the Shader Editor (set to World), to make it darker:

Not sure how that would turn out though…
If you Render the (HDRI) Background separately, you can make adjustments in the Compositor, which has more Nodes for that and is a lot more powerful.