Can I create 3 bracketed images (JPEG or TIFF) from a single RAW file and merge them in HDR Expose?

You can certainly do so, however you must note that this process will not create any new information in the image. You can just load the original RAW file into HDR Expose and process it from there to obtain same level of details in the final image. The image result may be different because conversion to JPEG or TIFF changes the image information (typically RAW converters apply various S-curve corrections), however to note again this manipulation cannot create any new image information (shadow or highlight details) — you need to capture it from the original scene with true camera bracketed shots.