A capacitor charges to the peak value of an AC waveform half cycle, say the positive half cycle.
This is obviously higher than the RMS or effective DC value of that same waveform.
By using a suitable arrangement of diodes and capacitors we can arrange for the negative half cycle to appear reversed and therefore add to the positive peak.
This results in a voltage doubler circuit, the cockcroft being one variation of this.
The process can be carried further to achieve greater multiplication quadruplers and higher multipliers are available.
Of course you don't get something for nothing so as the voltage output is increased so the current availble decreases.