This is a little window into how I edit photos, and how I teach others to do it as well.
The first image is a screenshot of a RAW photo from my Canon 6D in Lightroom with no edits applied. VERY key in this screenshot is the histogram at top right. Can you see that the exposure of this image never "clipped", meaning the histogram never touched the left (underexposed) or right (overexposed) wall of the the graph? This means that in spite of the extreme contrast in this scene, I was able to capture ALL of the detail in the deepest shadows and the brightest part of the sky. It matters nothing how the RAW image looks on your camera LCD, or when you import onto your computer. You have to trust your histogram and know if you have all the detail in that file so that the light can all be evened out perfectly in post processing.
The second image is after I did my Lightroom CC edits to this image. I was able to bring out all the shadow detail entirely in Lightroom with no noise, and turn down the highlights in the sky with no loss of detail because I know my camera and trust my histogram, and am very careful in the field about how I expose my images.
Not every camera has enough dynamic range to do this much contrast in one image. A graduated neutral density filter can help in many cases. Beyond that, taking more than one image at varying exposures and blending them is required. Camera technology is constantly improving and dynamic range constantly increasing, so the need for exposure blending is less and less common. I stay away from blending if possible because it makes taking and editing photos vastly more complicated, and less fun. If your camera has enough dynamic range to capture these contrasty scenes in one exposure, I will teach you how to expose your images properly to take advantage of what your camera's sensor can do!