Very interesting, i wonder how Epic will deal with the actual deployment of an .app. At the moment its OSX only, as any .app developed, needs the provisioning files, certificates and the .app uploader all on a Mac.
Silo is a great app if you're just starting out, it doesnt have the advanced features of the bigger apps(rendering, animation, etc) But it is a nice streamlined and focused modeling app, perfect for begginers i'de say.
Yes, this is supported at the moment. In my experience, not all 3D applications that import USD files will successfully load the sky, but the HDRI itself is exported so it can be manually set up if your app doesn't import the sky data correctly.