Multiple exposures using only a digital camera can be difficult.  Recently I attempted to take photos with a triple exposure.  First I set up my studio with a black backdrop and I blocked out all light from coming in from beneath the door.  Next I set up my camera on a tripod and I set the camera to it's remote shutter mode.   After that I set my portable flashes to also fire by remote.  Then I blocked out my image area so that I would know what was actually in the shot.  Lastly,  I open my aperture all the way and I set my shutter speed to 30 seconds.

Finally,  I was ready to shoot.  During each shot I first fired the shutter and then the remote flash.  After each flash I then moved to a new position and then I fired the remote flash again.  In each photograph I used 3 separate exposures.  Check out this unedited shot.