Understanding HDR (High Dynamic Range)
Camera giberish is annoying so we are going to speak in every day terms. Your cameras range is it's ability to see variations in brightness and color tone. It's the ability of your camera to see small color variations in both the darkest and lightest portions of a your photo. Your camera/cell phone has a sensor, when the shutter let's light in that sensor reads the light and saves it in digital format.
Understanding the Range in High Dynamic Range
On a cloudy or overcast day most camera sensors will capture the entire range of an image. This means when you look at your photo you will be able to see details in both the darkest and lightest areas of an image. However when the sun comes out it creates areas of extreme brightness that are high contrast to the areas of shadow. Most cameras sensors don't have the range needed to show the details in Shadows and Highlights (brightest portions), so you have to choose. Do I want to show details in the shadows or do I want to show details in the highlights.
The HDR Fix
HDR in it's simplist form will combine a shot that shows details in the highlights, and a shot that shows details in the shadows for you, and often times in camera.
HDR & Cellphones
When using a cellphone camera there is most often times an HDR mode option. To be honest the proprietary software companies like Apple create for their mobile devices rival and sometimes exceed basic image profiles on cameras like Nikons and Sony. In simple speak the photo you get from a high end cellphone will usually look just as good and sometimes better than that of a DSLR. DSLR's still exceed in areas like astrophotography and Landscapes where shutter speed is an issue for cameras. For a walk around camera a cell phone in hdr mode works wonders.
HDR Software
If you plan on combining multiple exposures from a DSLR then you are going to need some software. The most common software is Lightroom. Need help? Watch this video