You can restore multiple full, differential, and transaction log backups that belong to the same backup set using the Restore wizard. For example, you can restore a full and differential backup for the same database at the same time. Details of how to do this are given in step 1 (select backups).

You can restore the latest set of backups for a particular database (the latest full backup, a subsequent differential backup and all available transaction log backups) using the LATEST_ALL argument when using the command line or extended stored procedure. See LATEST_ALL in The RESTORE command for more information.

You can restore multiple transaction log backups for a particular database using the command line or extended stored procedure. See The RESTORE command for more information.