If you inspect the first background, it's fixed with a z-index. A quick look shows that the other backgrounds are absolutely positioned with a higher z-index so that when it scrolls into view, it covers the first background. Everything else is set with a z-index higher than it's background so they appear on top.
I'm not sure I would recommend this as you'd have a lot of positioning and z-indexes to set and it seems like a horrible mess to maintain.
Ah thank you. Yes z-index will cause a lot of problems. Maybe there is a better way of doing something like this. I am just learning as get asked for this sort of stuff all the time. Thank you for your comments