You don't really need a special "feature" to shoot HDR photos. If your camera has AEB (Auto Exposure Bracketing) it makes the job way easier. If not, you can always adjust the exposure EV manually, however you run the risk of moving the camera slightly between shots. Although, even if this happens, you can take the time to manually align the images in Photoshop, but they may not be perfect.
The best way to get the necessary images for an HDR is with AEB and the drive set to timer.