Thanks for the comments
smicha,
The procedure is simple. There is plugin for Cinema 4d and many other apps like Maya, Modo or Max. You launch the plugin, switch it to reflection mode and position the lights in the perspective/camera view of a 3d application. You can also have a realtime feedback in Octane preview window.
Then you render the HDR in HDRLS and save it with to the project location.
Since i haven't bought the Octane plugin for Cinema yet I used a demo.
To export the 3d scene with camera to standalone Octane I used alembic file which had only camera in it and a obj file with the model.
I combined both in Octane, imported rendered HDR file from HDRLS, prepared materials etc. and hit render
Here is how the HDR map looks like:
