Let's pretend the cone has to play 2 tones, for example, 100 Hz and 3000Hz, simultaneously. Imagine looking at the speaker cone in slow-motion. As it is progressing through its' 100Hz cycles, the cone is also moving, (vibrating), just ever so slightly, at 3000Hz, at the same time.
That's super-basic explanation, but hopefully it helps.
Here's a little video that may help, as well:
https://www.youtube.com/watch?v=077zpf8gI9E (FFwd to 4:30 mark)