As others have said, it's best to work with the RAW files. You can try and play around with my 'before' shot in Lightroom, but you won't get close to the 'after' result without the RAW file.
I intentionally under exposed this shot so that the sky was not blown out. It's difficult to recover blown highlights. So, I tend to under expose (shoot to the left) outdoors. This shot I used the gradient correction to balance out the exposure and white balance difference from the sky and shadows.
Before. JPG straight out of the camera.
Lightroom processed from RAW file.
Can this be done with photoshop? or do you need another program?
You can use Photoshop. It will get the same results. Both Lightroom and Photoshop are Adobe products.
Lightroom is for photo editing. Like exposure, white balance, curves, saturation, cropping etc. It also has a nice workflow for editing a lot of photos at once. Most people won't need anything more than this.
Photoshop can do all of what Lightroom can do, and so much more. It is geared towards photo manipulation and graphic design. If you are trying to add/remove people in the shot, this is the program you want. It's also much more expensive.