Some camera users are lucky - they get to do things that other people are prevented from.
Take for example the user of the large -format wet plate camera with the Petzval lens. Like you see at every football game down on the goal line...they operate their shutter by taking off the lens cap - or by covering and uncovering the lens with their bowler hat. They are not restricted to 1 second-1/4000 second exposures. They can keep their hat off the shutter as long as they like and get the whole game in. It won't be in focus, but then that's what you get when you support certain teams...
Likewise the users of some cameras that decouple mechanical shutters from film advance or electronic capture - they can overlay shot after shot on one frame. Done cleverly, it is science. Done randomly, it is art. Done inadvertently, it is modern art.
The users of the more mundane digital cameras have to do it differently - if they are locked out of multiple exposures by the camera design they have to take separate exposures and blend them in Photoshop. Do-able, and not hard.
Some DSLR designs will permit multiple shots on one frame. Be sure that if you engage this setting for artistic purpose that you disengage it when you are finished. Putting an entire European holiday on one frame of the card is probably not a good idea.
Note that one manufacturer makes multiple exposure provision that accommodates itself to the measured light of the scene and divides the exposure accordingly. Set-piece and tabletop photographers can make some interesting effects using this.
