HDR projects 4 is decent enough software, but it's based much more on special FX than it is on actual HDR photography. The basic concept of HDR is pretty simple... using probably the most common example, you want to take a landscape photo, but the exposure setting that will show cloud detail in the sky is too dark for everything else, while the correct exposure for everything else blows out the sky. The HDR solution is to take 2 or more photos at different exposure settings, in this case one darker exposure setting for the sky, & one normal exposure setting for the actual landscape. Then you take the data from both & combine them into one file. The catch is that for best results it's then up to you to adjust the exposure-related settings for the different parts of your HDR photo in editing software -- you now have the data to lighten or darken specific parts, which is what HDR gives you. Software can't do that as well as you can, but it takes a little bit of artistry on your part. Enter HDR Projects, where you pick FX that you think look cool. That's nice for those less artistically inclined, &/or those that don't want to bother, or if you want to go [IMHO sometimes garishly] beyond what the subject you took photos of really looks like.
That said, HDR Projects can be pretty complicated to use if you dive into all the fine tuning & controls it offers you. In my experience the Photoshop / Lightroom combo is likely the easiest -- you combine your photos, then get about your editing, which requires nothing special in the way of added work. Paintshop Pro fits in between, though it's closer to P/Shop than HDR Projects. Adobe recently added a the feature of being able to generate a HDR panorama from the original, bracketed shots [a bracketed shot is where the camera is set to take 2 or more photos at different settings when you press the shutter button].
Now HDR image files have drawbacks, like the files themselves are huge, and you're limited in how you can save them. Adobe Lightroom saves the RAW images you combined into an HDR photo in Adobe's DMG RAW format, which can be opened by quite a few apps. Many apps won't even let you save them -- you do your HDR magic, then output a regular image file with the results. Here's a quick breakdown of the few formats available, though app support is pretty limited.
dummies[.]com/photography/digital-photography/types-of-photography/hdr-photography-choose-a-file-format/
You can often get the same end results avoiding HDR entirely if/when you use an image editing app with layers. You still need 2 or more photos taken with different exposure settings, but instead of combining them you put them on separate layers. then you apply a mask to the upper layer(s), so only the part's you want show, e.g. a darker photo on the top layer [for the sky detail] with a [usually gradient] mask blocking out the landscape, with the layer below it showing that landscape properly exposed. Same end result as HDR in this case without the fuss & inconvenience.
While the gimmicky aspects [& yes, including HDR Projects here] are often promoted for their gee whiz factor, HDR is becoming more common -- it's even on some cell phones, both as legitimate HDR & fake. A great many people just set their cameras [or the cameras on their drone] to always take bracketed shots, so the extra data is available if wanted/needed, and it's no big deal to ignore those extra shots when you don't. Since you do want the photos to line up when combined, you need to use a tripod or rest the camera somehow at slower shutter speeds. When you see stuff about "Ghosting" in HDR software [e.g. HDR Projects], that has to do with fixing the parts where the photo's don't 100% match.