It is not always possible performing 3 or more shots to make a HDR. When we take photos of people or objects in motion, the fusion of images obtained in the HDR would be blurred and not detailed. In these cases, if we want to process this picture like an HDR, we have to take our shot in RAW mode. So open your RAW file in Photoshop with Camera Raw.
To do a single shot HDR, we need to create 3 separate images that you can merge adjusting the exposures and saving the three photos with different names: