There are different approaches but basically it is adding one shot in another layer and then either lower the opacity and work it in or use a blending mode. The layer is standard set to "normal" but you can pick whatever blending mode that works best.
Then you either add a layer mask and start working it in or use it as is and start erasing. I'd suggest using masks since that's easier when things go wrong and using different opacity brushes while working them in to make it a smooth transition.
A shot like the example, I think "darken" would be the easiest blend mode to get this result but you can quickly run through them all and pick what works best.