Those are made by processing one RAW three (or more) times, with different settings.
In most cases, I think you could get the same results without having to process it three times. (You could do the same thing with some curves adjustments, and some dodging & burning if it needed it.)
If you really want HDR, I think it would be better to do it the "right" way, with more than one exposure. Notice in this example that the highlights are blown, and the shadows don't really look like they have any detail. A "real" HDR wouldn't have those problems.
HDR + movement = not possible. (unless you want the motion of course).
This is simply tone mapped from one image... or just processed in a different way... its common now for people to assume any kind of over processing is HDR. There really are lots of way to increase range in an image.
The only way I could think of HDR being done with movement would be to have the moving subect moving out of the frame area - that way you take the first shot exposed for the main subject - it then moves out of frame and you take the remaining shots needed for the other areas.
Then you paste the subject over the rest of the shots in editing (or more easily use a layermask to place the subject with the other shots). The only area this could be tricky with would be the shadow of the subject since you could not get an exposure correct for that area specificaly (though a later shot would have that shadowed area exposed well it would lack the shadow feature - though creative editing might fix this problem).