The HDR effect is usually achieved by combining multiple pictures of one object with different exposure all to one image that takes the best out of these different settings. Modern smartphone cameras often have this feature built-in the ISP, so that you don't have to wait for the phone to capture multiple snaps of an object (which could result in a nasty shadows with moving objects).
However, you might want to use a couple of tricks to get better looking HDRs. The first advice to those who want to improve their HDR shots is to know the right conditions to use an HDR. Scenes like a background-lit portrait are considered great examples for huge improvements coming from HDR images, while images that have less contrasty lighting might not need you to switch to HDR at all. Identifying the right conditions and imagining the effect you're going after before you take a shot is always helpful.
iPhone 6, the HDR effect in the stock camera app is really not all that pronounced and catchy. You can use third-party apps to finely adjust this and our favorite app to do so is vividHDR, a $1.99 purchase on the App Store. It brings great versatility of HDR looks and playing around with it will help you get an idea of what kind of visual style can be achieved.The second advice is to experiment with other apps apart from the stock camera app. In the case of the
Finally, be careful to not go over the board with HDR as the effect is definitely over-used these days. Try it out and see where it fits, but don't be obsessive about it.