Say you want to use the keyboard both as an english and as a french one. You do not want to log out and select a different language but quickly switch between them.
This is how you do it on any linux machine with x11 or x.org:
Edit your config file, something like /etc/X11/xorg.conf. Find the keyboard section and add to the end of it:
Option "XkbRules" "xorg"
Option "XkbLayout" "us,ru,ro,fr"
Option "XKbOptions" "grp:alt_shift_toggle"
The two letter country codes you can guess. The above shows us english, russian, romanian and french. I don't know where to find a list.
The second option tells it you want to use the Alt+Shift key combination to switch the input locale. Again, I don't know what else you can put into there. Being a former windows guy alt+shift is good enough for me :)
Each window manager or desktop environment comes with it's own applet that will show you the currently selected language and let you switch it with a mouse click.
Enjoy.