Er............ It's called a One Man Band lol
Do you mean playing guitar while blowing a harmonica while playing the drums at the same time, or do you mean recording guitar - then recording bass - then drums - then keyboard - then mixing it all together?
TBH - it's just musicianship and production - not sure of any other terms.
adam dutkiewicz of Killswitch Engage / Times of Grace does this. He recorded everything other than the vocals for the ToG album - very talented guy