Now, that's how i explain HDR
You need two separate pictures to understand the difference, because, heh, you're seeing things through a SDR screen.
There you go.
On the left, the picture as shot. To be able to show some detail in the dark, everything outside the window is blown out, almost solid white.
That's not overexposed though: the camera still captured details and colors correctly for that area, as would your eyes.
Those details are there, but your monitor cannot display them.
That's why cranking down exposure in post processing using lightroom or camera raw, I am able to recover the blue sky and the foliage outside. (Pic on the right.)
Of course, now i lost details in the shadows and everything turned black.
HDR screens, if we're not being lied to, should be able to show you the entire range captured by the camera at the same time.
So you'd see what's inside and what's outside of the window.
No, merging the two pics and tone mapping is not the same, you'd just compress brightness values of the scene within the 0-255 range your tv can display.