Ohki specifically targeted Photoshop because she is very familiar with it and has applied it to her workflow.  The EXR format can be exploited in GIMP, Krita, and Picturenaut, all freeware programs.  However, there is a learning curve to applying the different features, if available, to get the desired effects.  Use the tutorial as a guideline and experiment. 

BTW, although the Adobe Creative Suite 2 became available for free for a time, its 16-bit HDRi feature is quite crude and rudimentary.  The plugins did a better job during a time when Adobe didn't prioritize HDRi workflow.