Typically, with HDR you are taking about 3-5 shots of the same image but in different but equal exposures on a scale. Like for instance: -3, -1, 0, +1, +3. This will give you extreme lights and extreme darks. You take those 5 images and import them into PS as and HDR composition and PS will allow you to edit and compose the single image. Typically, I have a stand for these kinds of shoots cause I cant hold the camera still enough and get 5 identical shots at different exposures.
I hope that kinda helps explain some of the process. I will find one of my old HDR's and post it up.
