It's actually easy.
You put a camera on a tripod and use manual focus, manual exposure, manual white balance and manual everything.
Then you take multiple shots in quick succession and combine them, because everything that doesn't move quickly is exactly the same in all shots you don't need anything fancy, Photoshop layer masks are probably the best tool for the job but you can even copy-paste the skier from one image to another in MS paint if you have to.
In Photoshop:
- Add all images as layers
- Starting from the top most layer and working down, right click on layer, add layer mask, than draw on mask in black and white to hide/revel lower layer
Layer masks are the best because they are most flexible and hiding parts of the image is easily reversible
In any editor that supports layers but not masks: (GIMP, Paint.net, etc.)
- Add all images as layers
- Starting from the top most layer and working down, select the area that does not show the subject and delete it to reveal the layer below.
This method is much less forgiving than layer masks but it's still just a few minutes of work if you shot the images correctly.
In any editor that does not support layers:
- For each image starting from the left-most cut a strip of the image that shows the subject but does not include area that has the subject in another image, make sure to end each strip exactly one pixel before the beginning of the next strip (most editors show the cursor coordinates so it is possible, use high zoom to make the right pixel easier to hit with the mouse).
- copy-paste all strips one by one into a new blank image, make sure you align them correctly (again, use zoom and cursor coordinates to make it possible to hit the exact pixel)
Very tedious with no room for mistakes, but still not difficult.