What is HDR Map

On the Link http://blenderartists.org/forum/showthread.php?t=105306
I was seeing very carefully that the car is made in Blender and rendered in Yafray, but
as Zsolt has mentioned that
Z1 - Concept
Here’s a concept car, I originally intended it for the Peugeot Design Contest last year, but didn’t have time to model it then. Hope you all like it!
Rendered in Yafray. HDR map made on location.

it means that the car in made in Blender but the background location is a still image or ??
i am not able to understand
Can any one please tell me what actually trick is?

Here’s a good starting point that will explain a lot to you about Blender and HDR.

Thanks CJ Maynard
Mind Blowing.