Multiple pedals like that are often 'serial' - one connected to another in a chain. Guitar comes in one end, and goes out the other end having its waveform modified by the pedals. Each pedal often has one function - like reverb, and other effects. The big one in the far right of your picture is probably a 'wah' pedal, which depending on its angle affects the signal differently. When any pedal is 'on' it interferes with the signal passing through it to do...whatever...When the pedal is OFF it passes the signal through and doesn't affect it. This feature having tonnes of available filters means you can have heavy distortion, clipping, reverb, and generally rock out pretty hard with lots of fun gadgets.