Question pretty much says it all. Also one more question: in the place where you can click on the layers there is a gold dot in one of the slots and a grey dot in another slot does the gold dot mean that layer will be rendered because the grey dot layer is not being rendered? Thanks!
To activate more than one layer, you need to Shift+LMB the layer buttons in the 3D-View Header or the Render Layers, or you can press the appropriate number on the top row of your keyboard (Shift+1, Shift+2,... for the top row, Shift+Alt+1, Alt+2... for the bottom) To select all press `.
The darker buttons are visible layers, and the lighter ones invisible.
The dots in the layer buttons indicate that they contain at least one object. The layer that contains the active object will have an orange dot instead of a grey one.