There is a Merge to HDR option in the Photo menu Photo>Photo Merge>HDR.
In loupe view, press I to see photo info and Command or Control J to set what info appears.
In the "view options" for the various views (Library grid, Library loupe, etc), Adobe calls the exposure compensation "exposure bias". You can pick this as one of the few data elements to display on the slide or image.
Combining the bracketed exposures is done with the HDR command:
menu: / photo / photo merge / HDR
find the shots taken using bracketing
You might try Photo > Stacking > Auto-Stack By Capture Time, which will stack the selected photos by their capture time. If you've used the in-camera auto-bracketing, or if there is lots more time between scenes than the individual backeted shots, that can work pretty well and grouping photos in preparation for HDR.