How to do multiple exposure on the nikon D3000?

I want to do multiple exposure on my Nikon D3000 but I don't know how to any steps? Or can it do it or not?

Whenever I have a question/problem such as yours, I read the user's guide
(aka "the manual").
It is amazing just how much I always learn from that.

If that doesn't help (or if I'm interested in a product I don't own), I check the manufacturer's website.
They have descriptions and specs for their gadgets, often have user forums, and the decent manufacturers all let you download the manuals in electronic form (so losing the book is no longer a problem).

99% of the time that does the trick.

P.S. Even if it IS possible, it is much easier to do it later on the computer.

Continuous shooting? Read the manual. It's there.

Multiple exposure meaning many shots in one picture? Read the manual. I'm not sure it's there. It can be done with film SLRs but I don't see the point in doing in-camera digitally. It's better done in the computer with a capable graphics editor.

While many Nikon dSLR's have the multiple exposure feature, the D3000 does not.

Like mentioned above by Selina, you may have more control stacking multiple images in post production