Kevin and Jerry both make valid points. There is a large group of people who think they can fix anything in Photo Shop. "Fix it in post" is the video equivalent. Generally, if you don't pay attention to composition and exposure, Photo Shop isn't going to save the shot. There is no excuse for not learning how to take pictures in the first place.
On the other hand, the human eye can see a range of about 10 stops, while film and digital can only record about 5 stops. This means that something has got to give. By careful manipulation of a negative in the darkroom and its digital equivalent in Photo Shop, about 7 stops of light can be compressed onto the 4 or 5 stops that will actually print out on paper.
Also, as Jerry has pointed out, a digital image requires some form of processing before the voltages recored by each pixel actually produce a picture. JPEG does it for you, but like any automated process, you may be better off doing it yourself. That's why most advanced digital shooters shoot in Camera Raw and do their own processing. This takes time.
Those who used to,or still do,shoot slides will understand that the image we capture can be altered by choice of flim, choice of exposure and filters. If you want to show the detail in the locomotive, you might open up 1/3 to 1/2 stop, making the blacks appear gray and lightening up the sky and trees. If you want the scene to look "right" you might have to accept that the engine details will be a bit dark.
If you want the colors to "zing" you might use Fuji Velvia, or put on a polarizer to get a bluer sky. If you want the colors to be duller but possibly more "accurate" you might use Kodachrome. In digital, you get to choose those looks after you took the picture.
In addtion to Jerry's excellent list of on line resources, I recommend visiting the Luminous Landscape site for some really useful step by step tutorials.
I've attached a photo taken in 1997 on Kodachrome. Some might think it's too dark, others might think it's about right. You chose.
Michael Allen