Can anyone tell me how to make this style of photo?

This appears to be a subject that's been masked from multiple different shots and overlaid on a single background.  You can do this with layers, and masking/transparency.

Here's a great video to get you started on how you can mask a subject from its background:  http://tv.adobe.com/watch/the-russell-brown-show/masking-basics-in-photoshop-cs5/

-Noel