Suppose there are 3 options available to the President. He is going to choose to wear a blue tie, a red tie, or a green tie. Those options are "mutually exclusive", because he can only realistically wear one tie at a time.
Consider 3 other options available to the President. He can watch television, call the secretary of defense, and/or cut his toenails. Those are options which are "not mutually exclusive". He can do any combination of those things at the same time. He can do all three (not that it would be the best idea to watch television while talking to the secdef and clipping his nails!), or he can just pick one to do, or he could pick two.
Is there a better way to say "not mutually exclusive"?
If you want an example sentence:
"Mr. President, will you now watch television, call the secretary of defense, or cut your toenails?" asked Joe Biden.
"I might do two of those things at once: those choices are not mutually exclusive!" said the president.