On so called "multi-rail" power supplies, rails are often shorted together in the supply.
The point is that on the output high currents can't be generated in each cable, so its safer. As a side effect of that multi-rail supplies can provide more power.
Standards set a 240 VA limit on each supply rail. That is not a big problem for lower voltages, but over time the demand for current on 12 V line has increased. To solve that problem, the multi-rail supplies have a single high current voltage source for +12 V and limitation current circuitry for each "rail".
For +12 V, the current limit is 20 A (240 VA/12 V) for each rail and the high current source can provide several times that amount. In case where rails aren't evenly loaded, there are no problems because all current is provided from same source, so there is almost no need to manually balance load on the rails.
A problem can appear if there is high load on a single rail which can trip the 20 A limit. On well designed (and most not-so-well designed) power supplies, that should be impossible to reach using standard computer components because of cable placing. Usually cables for major consumers, which might trip the safety, such as +12 V CPU power connectors or GPU power connectors are internally connected to different "rails", so it is difficult to overload a single rail.
In the end only difference between "multi-rail" and single rail power supplies is that "multi-rail" supplies have current limit for each rail. Everything else is completely safe and there is no need for user to take any special steps when using "multi-rail" supply.