What is bracketing mode?
The bracketing mode takes multiple pictures in a row, some underexposed and some overexposed. The sequence of pictures (minimum 3) will be blend together later to one picture using a software. The technique is called HDR, the acronym stands for High Dynamic Range.
The HDR technique brings benefits like the intensity of the colors that can be adjusted, the luminosity control, saturation and many more. The idea is to take the best part of every picture and merge it into a beautiful one.
The camera must be set up to take multiple shoots in different exposure levels. Please refer to the manual to set up your camera that way.
As mentioned in older posts, there need to a software that combines the images into one. There are several software components out there and in my opinion (I know I am Swiss and should not have an opinion) the best one out there is Photomatix.