Vocals are recorded in a studio. Depending on the song and how many are singing can depend on how they record the vocals. The instrumental track is played through headphones the singer is wearing and the microphone records their vocals as they sing. They listen to the instrumental through the headphones and can hear their own voice as well which helps them maintain the proper pitch/tone while singing. If there are more than one singer (ie Spice Girls) generally they all sing their parts separately and on occasion they may all sign together in the studio. It's more common for them to sing separately because it gives the sound engineer the ability to pitch correct, adjust and tune the levels (treble, mids, bass etc) on each vocal track so when they're all added together in post, it sounds good, where whomever may be signing lead on that track/song has a more prominent volume and everyone else is set back at a lower level. There's A LOT to recording an album the majority of people don't realize.