In this short Buster Keaton took credit for every part and job, including editor, director, writer, cameraman etc. This was a reference to 'Thomas Ince''s (the "inventor" of the Western) reputation for doing this.
The multiple Busters on screen together were created in the camera, using a special lens with shutters to film only a portion of the scene at a time. Buster would perform one part, then the cameraman would crank the film back and open another shutter to film another part. A banjo player with a metronome helped Keaton to perform precisely at the right time for each take.
Buster Keaton used a hand double in the shot where he writes, to avoid showing his right hand with the missing index fingertip.