The bolded section is what I am referring to - creating multiple exposures from 1 RAW, which is what Photomatix does:
Step 1: Source images
There are two main ways to create the source images needed for HDR. You can either use AEB, auto exposure bracketing, on your camera to take 3 images while you are out, or you can use RAW to take 1 image and then use a RAW editor to produce 3 shots back at your computer. I shall start with auto exposure bracketing.
This is HDR. Here is an example of a HDR image from a single RAW file:
Generating a HDRI from a single RAW file
Using the latest version of Photomatix, 2.3.1, you can load a single RAW file and generate a HDR image. Simply goto File -> Open and then select the RAW file. Photomatix will load the image and generate a HDR from it. You will still need to tone map the image after.