Well, in the docs, you could find out the typical workflow for adding an environment reflection map under: RENDERING.

Also, each shder type has different, if at all, types of reflection capabilities.

For a quick, accurate, and easy reflection, check out: www.pixho.com for his AWSOME script called GIJoe.

You could also read the docs with mental Ray too

Sorry I couldn't give you a direct "how-to" type of answer, but refections are one of the many things that have HUNDREDS of ways to achive a good look