There are couple of ways in which twins or multiples are formed. These are:
Multiple eggs are produced in some women as there is more than one ovulation. Both the eggs get fertilized with different sperms and you get twins. These twins are called fraternal twins. This is possible with or without fertility drugs.
One egg is released which splits into two and in this way identical twins are formed. This also happens with or without fertility drugs.
The third way in which twins are formed is called conjoint twins in which twins are formed in the same way identical twins are formed. But at the time of split, the embryo does not get separated completely and this makes the twins develop attached to each other.