HDR (high dynamic range) photography (generally) is the process of expanding the range of the sensor well beyond the ability of one image to display a scene. What's typically done it to take multiple exposures of the same subject each one a bit different and then to combine them via software to one image by essentially taking the best parts of over and under exposures to form an image more like our eye sees. I refer to it as seeing into the shadows.
The best example of this is one I did several years ago. Here is the non-HDR image.
Here is the same image (taken on my K20d) with 5 images in a sequence 0, +/-1ev, +/-2ev.
The difference here is that the HDR shot lets you see into the shadows so to speak.
In 2008, when I got my K10d, I began to learn about HDR and did a lot of it with my K10d. Basically you use auto bracketing (check your manual) to take a series of image in sequence. You then combine these with a program like Photomatix (hdr.soft). It helps it you shoot in raw but it's not essential either.
Your K10 cannot do HDR in camera, the K7 was the first to do that however, I'm venture that most people do their HDR work in post processing. There is a lot of information online about it and numerous books too. I've been doing it off and on since 2008 and I really enjoy the process. It's good for some things and not good for others. Like any technique, it's a creative tool to have in your photographer's tool box.
Note: I've read that the original technique dates back to something like the late 1920's. Digital photography has made this a lot easier though.