An HDR image is commonly made by taking 3 ore more pictures of the same scene, each at different shutter speed. The result are photos between very bright an very dark , based on the amount of light that got through the lens. Usually we steps of 1eV are used ..for example 5 shots (-2EV,-1EV, 0EV, +1EV, +2EV).
A software process then combines all the photos and merge them into a single 32-bit image which can have a dynamic range up to 20 stops (for ex.: sunsets).
Nearly all 32-bit images are impossible to view on a monitor or print out so you need to compress the tonal range down to 8 or 16bit by tone mapping.
To avoid any shaking or any movement of the gear, a tripod is strongly recommended and should be used!