While of recent vintage, HSE seems to be very reputable. "Online publication" means that the paper appears on a web site, rather than in print. Whether the site will be maintained in perpetuity or not is a possible issue, but probably not a problem in this case. Online Publication might also mean not yet in print rather than never in print.
But yes, you can include such a thing in a CV and from a reputable publisher, such as HSE, it will be taken seriously.
A "preprint" might be something published by its authors, rather than by a publisher, though some publishers also provide preprints. But having the mark of a publisher, and perhaps its reviewers, makes the validity of the publication clearer.
At the suggestion of Paul Garrett, let me add. Normal publication (both print and online) involves the review of the paper by a few experienced professionals in the field. They normally make suggestions for improvement for the paper and it is only after some revision, small or large, that the editor/journal will "publish" the paper.
"Preprints" are normally done either without or prior to this review. If the author "publishes" the paper, then likely there was no review. The intent of preprints from reputable publishers is to give early access to ideas while the review process proceeds.
When done by authors, as is typical in math, while there is no "imprimatur" of a publisher and its reviewers, the nature of the subject tends to make it a bit risky for an author to put up junk as a preprint. This might be different in other fields that have different standards of truth and value.
But it is the review itself, along with the reputation of the publisher that gives "lasting value" to a publication. I'm assuming here that HSE uses a typical review process prior to "online publication". If not, then it would be full of "junk economics" lowering their own reputation.