Exposure bracketing is when you take two or more images of the same thing, one over exposed and one underexposed, and then merge them together. When merged, the final image has the best details from each photographs creating a photograph with a higher dynamic range. Exposure bracketing can be done by using the specific mode on a camera which, when you use it, it takes multiple photos at once so that they can be merged.
I took these three photos below, one overexposed, one underexposed, and one normal so that I can merge them together.
After selecting the three photos, I clicked photo merge and then HDR. This is the final outcome: