Its not about technique - HDR or what have you - but what these tools can do for you to make a picture.
And one of the things in a picture are details, and one way to achieve it is by contrasts.
An example of good details will be the clouds in the lower left and lower right (the yellowish areas but not the dark areas),
They are good because you can feel the fluffiness in the clouds, the voluminosity (if there is such a word) and their shapes and you can sense the tumultousness in the sea of clouds.
The exact opposite example would be the flat areas of white and black in the upper part of your photograph. Here the clouds are devoid of details and totally flat in tone, as good as a flat piece of white or black paper.
And this is where you use tools like HDR to stretch and pull every single bit of contrast in these areas - while maintaining the good contrasts elsewhere - so that we can see and feel the clouds. Perhaps this is an example of what I am talking about. And no HDR was used in the example but just curves in photoshop.
Now all these are just technical talk.
At the end of the day if you know how to use all the tools so that we can even count every single fluff of cloud, it still begs the question whether you have turned your photo into a picture.
back to the shot, i think the framing is an interesting one. but i think there're too much details in the sky due to the messy cloud form and striking blue colour. i would put more attention on the silhouette of the building's roof, there are many ways to process this picture, here's one for reference
The guys are right Bro. The scene doesn't quite fit using HDR. Anyway, when you use HDR, the purpose is to have both foreground and background in your picture visible. Wherelse, your building is in the shadows.
Nevermind, keep it up. Sure you'll get lovely pictures soon to show us.