Im sure someone with more knowledge willl add to ( or correct any mistakes) but heres my basic understanding.
First; HDR incase your wondering is High Dynamic Range.
Often the sensors in digital cameras can’t capture the entire rang, from the darkest shadows to the birghtest highlights presented before it. An easy example ( I think) is when refering to your historgram and noticing that your clipping both the highlights and shadows.
One way to “artifcilally” increase the dynamic range of your sensor is to use the auto exposure bracket features. So you end up with 3 images of the same scene. One rendered as a proper exposure at 18% nuetral gray and two bookends typically at +/- 1 ev. The underexposed image records the details and extends the range on the highlights (whites) without otherwise blowing them as in your “proper exposure”. Likewise, the over exposed image extends the range of blacks and captures more shadow detail.
Using layers and layers mask the 3 images are then altered and worked back into one taking the best from each. The mid tones from the “proper” exposure and the highs/shadows from the -/+ exposed images that were otherwise unrecordable by todays digital cameras.
End result is an image with far more dynamic range present.