ATL uses multiple inheritance. Your COM implementation class multiply inherits from CComObjectRootEx and CComCoClass. For example, following is the declaration of CPhBookObj:.

class CPhBookObj : 
 ...,
 public CComObjectRoot,
 public CComCoClass<CPhBook,&CLSID_PhBook>
{ ... };

As stated above, CComObjectRoot provides an internal implementation of IUnknown. ATL's class hierarchy supports single and multithreaded COM objects. CComObjectRoot is actually a typedef of class CComObjectRootEx, a template-based class that takes a thread model class as its parameter.
CComObjectRoot defines a version of CComObjectRootEx that uses the default threading model.
CComCoClass is also a template-based class. It provides a data-driven implementation of IClassFactory. As template parameters, it takes the name of the C++ class that implements a COM object and the CLSID of the COM object. Using this information, its implementation of CreateInstance can instantiate an instance of our C++ class.