Object covering camera lense In real life, when something is very close to the camera lense ,it will block the light , therefore  the closests part of the object to the camera will leave dark areas,like this finger pushing against the lens 

However in blender eevee,with HDRI light, no matter the distance between an objet from the camera, it never block the light, luminosity stay the same on every part of the image, how do achieve this effect?
I'm a beginner, yet I think I know your answer.

In the real world, your camera is an object that blocks the light. The Blender camera is more like transparent. Thus, the light is not blocked by it.

Try creating a black plane about the size of the camera, and place it just behind the camera.