I was experimenting and it seems to me that portals help more with HDRIs that don't have a concentrated bright light source (eg. visible sun ) rather than overcast sky or studio HDRIs with reflected light.

None of the tutorials thus-far have showed us how to get this tri-pane setup and this is something I would like to replicate even after this course.  

Actually I've figured it out, but it might be worth a revision as it sidetracked me pretty bad. I'll leave this here just as feedback.

Some time ago I've seen a video where the artist used an HDRI together with Multiple Importance Sampling for the illumination of a table with a place setting (among this a water glass with caustics) .  When do I need this? Could you please explain the technical background closer?

How can I find out whether an HDRI is normalized or not and how do I have to choose the settings for non-normalized HDRIs?