How does a guitar effects pedal actually work with respect to the amp?

This has been on my mind a lot recently, just say for example I have
an effects pedal going through a marshall amp, and on the amp I have
gain cranked up and also on the pedal I have gain cranked up.........
do they both contribute gain to the sound?? or does the pedal just
take priority over the amp, same with reverb and stuff, if I put it on
my amp and then throught the pedal does it combine the sound of the
reverb form the amp and the pedal? I'm really confused