On the miley & mandy show (youtube.com/mileymandy) how do they do all those different effects & combining?

Miley Cyrus did a potential breakup song video, how does she make it so that the song is playing the whole time w/o stopping & everything? & theyre combining clips at different locations, how do they do that? Also, shes like lipsynching to the video. & Does anyone know how to put music on your video like on windowsmediamovie maker?