They're not "really" in two places at once. But, since we can't know their position and momentum at any given moment (only one or the other), we say that they have equal probability of being in multiple locations at the same time. There will be talk of a collapse of the wavefunction, which is what happens when a particle interacts with an observation, fixing its location for a time. In that instant of observation, it has a 100% probability of being where it is observed, but before that and after that, it can be anywhere in its' probability cloud. And that's what it is, too: a cloud of various probabilities for a particles location, some of which defy belief, but are nonetheless possible.