the easiest way to do it is as follows.
set up cam on tripod
take one picture for each exposure (IE in the example you showed the hall shot...take one of you at the door, one of you in the door, etc etc)
bring all into photoshop....
use one image as your base layer
bring over the first image you want to layer
begin erasing the background parts of the second layer and only leave the figure
continue with the rest