Those people are probably lying. Try to count in your head from 1 to 100, and simultaneously count down from 100 to 1.
This is surprisingly hard despite the simplicity of the task. Of course I can't know how it is for other people, but in my experience it is true that we can only "process" one conscious task at a time. I have tried to train myself to exceed this limitation, but frankly had to give up, I even suspect if you try to hard, you might risk going crazy.
We can however learn things so called "by heart", in which case we don't have to focus on them consciously, and do that at the same time as we focus on something else. Even things that can be pretty hard to learn, like driving a bicycle.