Hey there eric,
cheers for asking.
The background image in the first picture is just the HDRI I used to light the scene (I think there was one other spot light in the scene too), you set that up under the Image Based Lighting tab in the Mentalray render settings. Using photoshop I put the shadow in using the alpha channel of a shadow pass render I did on the scene when the ground plane was visible.
There's a free piece of software called HDR Shop
that could be useful to you if you want to make your own HDRI images.
The white backgrounds were done in a very similar way, one render with image based lighting (no background) and a second render using final gather under a white dome. I put the 2 images together in photoshop again.
I hope that helps you a bit,