JOEL - According to Apostle James E. Talmage:

"That the Spirit of the Lord is capable of manifesting Himself in the form and figure of man, is indicated by the wonderful interview between the Spirit and Nephi, in which He revealed Himself to the prophet, questioned him concerning his desires and belief, instructed him in the things of God, speaking face to face with the man. "I spake unto him," says Nephi, "as a man speaketh; for I beheld that he was in the form of a man; yet nevertheless, I knew that it was the Spirit of the Lord; and he spake unto me as a man speaketh with another." (See 1Ne.11:11.)(Talmage, Articles of Faith: 38,144-45)

President Joseph Fielding Smith said:
"As a spirit personage the Holy Ghost has size and dimensions. He does not fill the immensity of space, and cannot be everywhere present in person at the same time. He is also called the Holy Spirit, the Spirit of God, the Spirit of the Lord, the Spirit of Truth, and the Comforter." (Doctrines of Salvation, 1:38)

President Joseph F. Smith said:
"The Holy Ghost as a personage of Spirit can no more be omnipresent in person than can the Father or the Son, but by his intelligence, his knowledge, his power and influence, over and through the laws of nature, he is and can be omnipresent throughout all the works of God." (Conf. Rep., Apr., 1940 p. 96;)

So the personage of the Holy Ghost can only be at one place at a time but His spiritual influence can be everywhere and within all of as if he were personally there Himself.
I am sure there are Celestial laws that we don't know much about yet that explains how the Holy Ghost does this. But rather than worry about it so much I thinks it's best to think more about what we can do to benefit from His influence.