Yes, you can put two filters on a lens. There are a few ways to do this, and the method you choose will depend on the type of filters you're using and the size of your lens.
One way to use two filters is to screw one filter into the threads on the front of the lens, and then hold the second filter in front of the lens with your fingers or attach it to the lens hood. This works well for small filters, but can be tricky if your fingers are too close to the lens and cause vignetting (dark corners in your photo).
Another way to use two filters is to buy a filter holder that attaches to the front of your lens. This holder usually has room for two or three filters, and allows you to quickly swap out filters without having to unscrew anything. These holders are especially helpful if you're using larger square or rectangular filters.