HDR imaging allows capturing images at greater contrast sensitivity than with 'standard' techniques. So called LDR (low dynamic range) techniques.
It is omitting part of story when I describe it this way, but let's say that a standard display is your monitor. It would 'standardly' have three channels
Red,
Green,
Blue, of which each can have intensity 0 - 255 (8 bits per channel). HDR image may have range far greater than that; e.g. 0 - 16383 (14 bits per channel).
HDR image as such can not be displayed on a standard screen whilst preserving all that contrast information. Thus, its contrast range is reduced first to 0 - 255, losing some details and preserving some details. This process is called
tone mapping. There are many many ways to map HDR image to a LDR image and achieve from very natural looking photos to very supernatural looking photos.
Like Samantha mentioned, some cameras are capable taking HDR images in a single shot. They are usually [much] more expensive. Another technique, doable with every LDR camera that can change exposure, is:
- take multiple shots of same subject in different exposures
- bind those different exposures together to obtain a HDR image. Normally, one will need a tool to do that.*
Whether you are going for one or the other way to obtain HDR images, I recall a free tool named
LuminanceHDR, that offers a few tone mapping operators. It can also bind differently exposed LDR photos into a HDR photo. Iirc, it was allowing manual shifting of pictures, thus allowing one to work with multiple exposure photos taken without a tripod. One weird thing about the tool, it seemed to give completely different results when ran on Windows vs Linux.
Hope this helps a bit.
* - Keep on mind, the more exposures, the more noise will be introduced to HDR. Thus normally
three at -1, 0 +1 EV** are good. Or -2, 0, +2. Sometimes you may decide to go with
two: -1, 1 EV. Or -2, +2 EV. Aim for lower (lowest) ISO value when taking photos. Or be ready for more noise, that is.
** - Exposure Value; you should find them with ease in settings! The EV 0 represents the
normal setting. A positive value means
overexposure (brighter result, but captures darker details of the subject), a negative value means
underexposure (darker result, but captures brighter details of the subject).