HDR means "High Dynamic Range", taking several photos of the same thing but using different exposures and then layering them in PS to make a more dramatic photo. This is all i really know about it and have read about it on the forum. Search HDR and there are many Photos that people have done.
The reason i said that about the last shot in this post was because of the colours, and the blue seemed very dramatic.
Hope this helps, I am no expert.