As per Wikipedia.org
Digital technology enables images to be superimposed over each other by using a software photo editor, such as Adobe Photoshop or the GIMP. These enable the opacity of the images to be altered and for an image to be overlaid over another. They also can set the layers to multiply mode, which ‘adds’ the colors together rather than making the colors of either image pale and translucent.
Many digital SLR cameras allow multiple exposures to be made on the same image within the camera without the need for any external software. And some bridge cameras can take successive multiple exposures (sometimes up to nine) in one frame and in one shot. It is the same with High Dynamic Range which takes multiple shots in one burst captures, then combines all the proper shots into one frame.