Your eyes are better than any camera. When you look out at a scene, like a sunset, where there’s a huge gap between the brightest and darkest tones your eyes can see detail everywhere. Your camera, however, can’t: it will either crunch the shadows down to black, or blow the highlights out to white.
HDR, or high dynamic range, photography is a powerful tool for capturing more information in the shadows and highlights of an image than your camera’s sensor can handle in one go.
Instead of taking one image and hoping for the best, you shoot several images and combine them together digitally. In one frame you’ll expose for the dark areas of the image. In another you’ll expose for the brightest. And in a third you’ll expose for the midtones. Three is standard but five, seven or even more isn’t unheard of.
To take a HDR image, all you’ve got to do is shoot more than one take of the same scene, with different exposure values. Most cameras can do exposure bracketing automatically so check your manual to find out how.
Once you’ve shot your plates, you use post processing software like Photoshop to combine them into one exposure with a massively increased dynamic range.