It can be done with p&s but it won’t turn out the same.
Some of those are great. Others are, like what apex wants to do, single shot hdr which really don’t capture the true dynamic range of a picture. I can tell some of those are just thrown in photomatix because that program turns all whites into a greyish color.
But to take setup a hdr shot you need to have a min of 3 exposures. One under one over and one perfect. This will bring out tonal ranges but will probably be missing some information, but it might not be that important. When I do hdr I shoot -2,-1,0,+1,+2.
Take them into photomatix if you want and load the pictures up. Play around with the settings and your done. If you want to know how to do it in photoshop its a bit longer and complicated.
I never understood taking an hdr shot in the middle of the daytime though. There’s really no dark areas to bring out.