You can load directly a raw file in Luminance HDR via the "File->Load Hdr..." menu item. Doing so you will be able to tone map directly this single raw file. This means that there is no need to create different exposures in Ufraw from your raw file.
When the user wants to load a single raw file in the main workspace a RAW->TIFF conversion takes place by calling the dcraw executable.
For more information please read the page about Raw Conversion.
If you still don't like what Luminance HDR does with your raw file and you want to process you raw file directly before loading it in Luminance HDR (white balance, color profile, and so on), you can use Ufraw to tweak the color settings of your raw file, and then save the result as a 16-bits tiff file.
Just remember to save the result as a 16-bits file, or you'll lose some dynamic range in the process.
align_image_stack is a tool that can be found in the hugin project (http://hugin.sf.net). It is a standalone tool (an exe in windows) that can perform various functions, we use it in Luminance HDR to do what it says, i.e. to align a stack of (LDR) images.
Linux
As of today (23 Nov 2007) the hugin project has not published a release with align_image_stack in it yet (they are working hard for their next release). Linux users have to checkout the project's subversion repository and compile the sources. On this page ( http://luminance.wiki.sourceforge.net/align_image_stack ) you can find how to do that.
Mac OS X
The align_image_stack executable has already been included in the dmg file you downloaded.
Windows
In windows the align_image_stack.exe file has to stay in the same directory of the luminance.exe file (or, as an alternative, in one of the directories listed in the PATH environment variable).