HDR images can be generated in 2 ways.
1) take a series of images on different shutter speeds in 1/3 stops either 3 or 5 photos
2) take one raw file and open it in an image manipulation program and change the exposure compensation to an equal measure around 1.50 each way should do it, you should be able to see the details in the highlights on the negative compensated photo and details in the shadows on the positive compensated photo

you should end up with a set of images like these:



You should then open these in a HDR program, i use PhotoMatix, this will allow you to open the 3 images and merge them into a hdr file,





this will look odd on the screen to start with, the next step is called Tone Mapping.


the trick with tone mapping is to tweek the levels to bring out the colours but dont overdo it. it should enhance the image so that it brings out the colours, shadows and highlights.

It should look natural, unless the very oversaturated look is what you are after

Lastly crop out the areas of the image that you dont need, on this one there is too much road at the bottom of the screen, that can all go.