Double penetration is a sexual term wherein one person (yes, male or female), is sexually penetrated by two other individuals. Long a staple of pornographic movies, it caters to those who are interested in ménage à trois, French for a threesome or, literally, a household of three.

For a male getting penetrated, the usual arrangement is oral and anal. For a woman, it can be any combination of oral, anal, or vaginal. There is also the possibility that two people will occupy the same orifice, such as two men inserting themselves into one vagina

There are some pornos that specialize in just double or triple penetrations. 

Once the number of folks exceed three, it may be called either an orgy, where multiple people are switching off with others or teaming up on one person, or it may be called a gangbang, where one person is the subject of the sexual attention. 

As far as practice goes, it is either best if the individuals are polyamorous or if they have a strong sexual identity that minimizes jealousy. Many males, according to surveys I've read, think about watching their partner getting railed by someone else, then joining in. Looking at Amazon, there are hundreds of erotica books on this one subject. 

As always, remember to consider safe sexual practices before participating in any sexual activity.