As far as the exam goes, some question will be single answer, others will have multiple answers. The questions on the SCJA exam WILL TELL YOU how many answers a question has.
Furthermore, when you finish the exam, you will get a listing telling you all the questions that you answered or did not answer. This screen will also tell you if didn't provide enough, or if you provided too many answers to a given question. So if a question has three answers, and you provided only two, the overview screen that comes up just before your exam submission will tell you, and you will have a chance to go back and double-check the question.
Most exam simulators and study guides don't tell you then number of answers, just to make you think a little bit more during the learning and preparation stage, but on the Sun Certified Java Associate Exam (SCJA) you will be told exactly how many correct options a given question has.