They say women can do multiple things at once.
Let me try to outline why this claim may or may not hold — and point to a stronger claim: Everyone can learn to do multiple things at once! Why? The subconscious! Nothing less. It came to me in the morning when I was tying my shoelaces without turning on the light. Even though I couldn't see properly and wasn't really looking, I was doing it automatically. That's exactly the heart of it.
Once a person automates certain actions they become capable of focusing on other things. That's why fighter pilot training includes solving maths problems while flying the plane at the same time. The only thing needed is practice. Once you've automated something you can start doing something else alongside it.