Once you have mastered the basic blinking leds, simple sensors and sweeping servos, it’s time to move on to bigger and better projects. That usually involves combining bits and pieces of simpler sketches and trying to make them work together. The first thing you will discover is that some of those sketches that ran perfectly by themselves, just don’t play well with others.
The Arduino is a very simple processor with no operating system and can only run one program at a time. Unlike your personal computer or a Raspberry Pi, the Arduino has no way to load and run multiple programs.
That doesn’t mean that we can’t manage multiple tasks on an Arduino. We just need to use a different approach. Since there is no operating system to help us out, We have to take matters into our own hands.
For more detail: Bigger and Better Projects
French 
English