How do you take HDR photographs?

I have a Samsung CL80, is there any way to take HDR photographs with it so they can look something like this? a href="http://infinite-silence.deviantart.com/art/Kansas-City-Skyline-HDR-full-124025398?q=boost:popular%20in:photography%20Kansas&qo=71" rel="nofollow"http://infinite-silence.deviantart.com/a…/a Or do I have to have some special thing to create that effect?