You can't grow every kind of fruit on the same tree, but you can graft related fruits on the same trees. Here are some fruits that are related:
Stonefruits: peaches, plums, cherries, apricots, nectarines

Citrus fruits: lemons, limes, oranges, grapefruits, kumquat.

Apples: different kinds of apples (red, green, yellow), and sometimes pears

So you could have a tree with peaches and cherries, or a tree with lemons, limes, and oranges, but not a tree with peaches and oranges.

Mangos are not closely related to any other fruit, but you could have one tree with different kinds of mangos on it. Grapes are not trees and can't be done this way.

To graft a tree, you cut a small branch off one tree, and cut through the bark on a second tree, and then tape the cut ends together. If the two trees are related, they will grow together, and the branch will make whatever kind of fruit was on the tree it came from, while the rest of the tree makes whatever kind of fruit it was going to make. You can graft a whole bunch of branches to one tree to get a bunch of different fruits.

The picture, of an apple tree growing two different kinds of apples, is from this website: Learn To Craft The Fruit Graft