Most in-camera jpeg engines increase contrast, saturation, and add some sharpening into the mix. Depending on what camera you use to produce your RAW files and what software you open them with on your computer, sometimes those in-camera settings are also applied to the RAW file when it is displayed. Of course you are not actually viewing the RAW file on your screen; you are almost certainly viewing an 8-bit conversion of that RAW file which is similar to an 8-bit jpeg.
If you are using a Canon camera and open the .cr2 files using Digital Photo Professional (DPP) the in-camera settings selected at the time the image was shot will be applied to the preview image on your screen. Most other manufacturer's in house software does the same thing. Most third party RAW conversion software, such as Lightroom or DxO Optics, do not apply the in camera settings. Some of them will allow you to build a custom profile to apply to each image as it is imported or opened.
The first thing I would recommend regarding the dark areas of your images is to confirm that your monitor is properly calibrated. The best way is to use a calibration tool that reads a test output from your screen and uses bundled software to create a profile for your monitor. A cheaper and less accurate way is to use test patterns to visually adjust your monitor's or video card's settings. Quick Gamma is one such tool. Once you know your monitor is adjusted properly, then you can use the tone curve tool in the RAW convertor of your choice to bring up the shadows.