Here is one of my latest collages I threw together just of me and my wife and daughter. I use Corel for this, but you can do this with so many things. Head over to the Home PC Apps section and there is plenty to get started with. Corel Paintshop Pro Ultimate X2 is what I used for this. I attached a pics with different effects and lighting etc. Hope this helps. Feel free to hit me up if you have any questions, good luck.
You can adjust the size and amount of pictures in your collage this was just an example of 1 way to do it.