You usually build on top of each other. One instrument would play something like a drum line for example. Then maybe the bassist starts playing something on beat with that drum line. The maybe the guitarist says okay bassist is in this key, let me build a riff in that same key to this same beat.
A lot of times you have a basic kind of background happening and instruments jump in 1 at a time with an improvised solo. If suddenly a saxophone is blaring some crazy solo, the other instruments will back off so they can do their thing.
So no it’s not always the same person leading
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