No, I don't know what HDR images are, and perhaps I though they might be Cararra textures.
HDR images are most of the times 360 degree images shot with three different exposure rates and then combined into a single .hdr file.
HDR images are commonly used in 3D programs for proper reflections, lighting, or shadows.

This render used a single HDR image to light the entire scene. The reflections are also a combination of the HDR image and the 3D space with models in it.

Notice how with HDRI reflections everything looks much more real?
Notice how with HDRI lighting everything looks much softer and more realistic? The light colors also match the scene.