How did they make this movie?

Noomi actually has 6 sisters.

Besides a few little scenes they r never actually touching each other all they have to do is film a scene with her lets say wearing blue then re film it with her wearing red two feet from blue sister shot was filmed and mixed the two scenes together to add two sisters in one shot , I'm sure it was more annoying for the actress to have to keep changing cloths , however scenes when they r together but u can't really see their faces it's just look a likes for quick shots

A mixture, as soon as I got home went searching on the internet for explanations because it was so brilliantly done.
Depending on the scene it was done with the main actress Noomi playing all the different characters and reacting to her own voice recording and then all the scenes were colated to be put into once scene (ex: dinner table with all the sisters chatting)
IN scenes where you didn't need to see the face of both (or more) sisters at the same time (fighting sequences, certain shots where you see the the other siblings from the back) body doubles were used.
It was really well done and that actress Noomi Rapace blew me away. Hope she gets nominated for a bunch of awards: she really deserves it for this movie

You will find articles about Orphan Black describing the process.

Not CGI , but digital FX - watch a few Captain Disillusion videos on youtube for further details of how easy it would be to put the same person in a video multiple times

Have you ever seen Harry Potter and the Deathly Hallows Part 1? My guess is they used a technique similar to how the shot the scene where other characters take polyjuice potion to look just like Harry. There are 7 Harry Potters in that scene.