HDR merge is an automated tool which you can use within Photoshop to merge several pictures. Often use to get the best colors out of your picture. For this merge you have to make several pictures with different settings, one which is too bright but actually shows the details within shadows and setting for details of backgrounds and for grounds. With this you can get an overall detailed picture.
This is a result giving a very great lighting, the original all had a bit of yellowish sky cause by the yellow street lighting with HDR I suddenly could get the sky in the colors I wanted and could just use levels to get the sky corrected. If I tried adjusting the levels on the normal pictures they are turn bad with bad. You can actually see the windmill which is all the way on the opposite side of the town and also cranes which are very far away in the next city which is about 5 or 10 kilometers away. For a bigger and more detailed picture go to my Flickr account