Background: A one-man band is a musician who plays a number of instruments simultaneously using their hands, feet, limbs, and various mechanical and/or electronic contraptions. One man bands also often sing while they perform. The simplest type of "one-man band" -- a singer accompanying him/herself on acoustic guitar and playing a harmonica mounted in a metal "harp rack" below the mouth -- is often used by buskers and folk music singer-guitarists. More complicated setups may include wind instruments strapped around the neck, a large bass drum mounted on the musician's back with a beater which is connected to a foot pedal, cymbals strapped between the knees or triggered by a pedal mechanism, tambourines and maracas tied to the limbs, and a stringed instrument strapped over the shoulders (e.g., a banjo, ukulele or guitar).
Context: The term "one-man band" is also colloquially used to describe a performer who plays every instrument on a recorded song one at a time, and then mixes them together in a multitrack studio. While this approach to recording is more common in electronica genres such as techno and acid house than traditional rock music, some rock performers such as Joe Hill Louis, Stevie Wonder, Prince, Lenny Kravitz, Paul McCartney, Kabir Suman, Dave Edmunds, John Fogerty, Emitt Rhodes, Todd Rundgren, Steve Winwood, Roy Wood, Nik Kershaw, and Les Fradkin have made records in which they play every instrument (one after the other). Mike Oldfield was noted for using this recording technique during the recording of his 1973 album Tubular Bells. Other examples of a one-man band in the recording studio are Dave Grohl for the first studio album by the Foo Fighters, Trent Reznor for Nine Inch Nails, jazz piano player Keith Jarrett for his album No End, Peter Tagtgren for Pain (musical project), Chris Carrabba for the first two albums released by Dashboard Confessional, Varg Vikernes for Burzum and Billy Corgan for Smashing Pumpkins since 2009. Nash the Slash (1948-2014) played all instruments on his recordings. He also played solo concerts from 1975 to 2012, using synchronized drum machines and synthesizers as he plays either an electric violin or electric mandolin. Some artists record and mixed their music in a multitrack studio and synchronize it with video multitrack video playing on all instruments, creating a one-man band illusion. One-man bands in this context have become more common in extreme metal, especially black metal, where a number of bands apart from Burzum consist of only one member. Such artists include Nargaroth, Xasthur, Falkenbach, Arckanum, Nortt, Horde, and others. While most of these bands do not play live, some such as Nargaroth hire additional musicians for live performances. "One-woman band" is not used very often in the vernacular, but women have increasingly had a presence as musicians in most forms of music. Examples of one-woman bands are Merrill Garbus, who performs as Tune-Yards and plays every instrument on all recordings, and Edith Crash  who creates "dark and haunting, drawn-out melodies". CANNOTANSWER
Question: do they overlay the sounds?

Answer:

Some artists record and mixed their music in a multitrack studio and synchronize it with video multitrack video playing on all instruments, creating a one-man band illusion.