It's already been said, but just to add to it... Take raw photos. Find your automatic exposure bracketing (aeb) setting and set it so it also takes over and under exposed photos after your medium exposed shot. (Usually about 2 stops over and under is pretty inclusive) Then change the drive mode to an automatic one (not single shot) with a little 2 second countdown to avoid camera shake.

Combining in light room is literally just clicking on all 3 photos (while holding control) and selecting Photo Merge -> HDR.