There are literally dozens of ways to do this. Which method you use depends very much on your starting image(s). There are a couple of tutorials here at BioRUST that might help to get you started:
BioRUST.com :: Tutorials >> Vector Masking
BioRUST.com :: Tutorials >> Extracting Hair
and then there's:
photoshop remove background - Google Search
Once you've cut each one out from its background, place each on a separate layer in your Photoshop document so you can move them around and/or apply effects independently.