Pamela, yes they do. However a lot depends on your area, your zone, soil, sunshine,
water and what you like to eat.
If you haven't read much about
gardening I might suggest you start out reading
Gaia's Garden, which will help you get some ideas of gardeing in a small area..very good source, there are others as well but this is a quick read.
Also while you are thinking on gardens..look through some alphabetical garden catalog or book and make a list..list those things that you really love to eat but aren't as likely to be able to get from another source..or that just taste better grown at home..actually list everything you like to eat ..some things you won't be able to grow..like I like bananas and pineapple but I live in Michigan so unless I grow them inside..i don't grow them.
Then there are some things that are just too large or too difficult to grow on a small scale..so put a line thru those. Then see what is left..and what might be worth growing..
Then do a little research or ask..about each item on your list..does it grow best in sun, soil, wet, dry, etc..and also study the shape of the plant and it's roots..if it has large
roots and is a huge feeder that gets big leaves it might not work too well with some other plants but might do well say under a tree or berry shrub..
Sometimes comparing
root shapes is helpful..say a beet has a fat round root but a lettuce has a tiny root with a leafy top..they can grow fairly well together as they won't compete for root space or much for sun..carrots are another thing..and other spikey root crops..that can generally grow by other plants as they grow that deep long root and smallish tops..
Permaculture would be a good area of study for you ..as the
GAia's garden book I mentioned by toby Hemenway..it teaches you HOW to plant things together in a mixed edible food forest situation ..or even just in beds together..you learn about dynamic accumulators (or things that bring up nutrients) mulch plants, nitrogen fixers that
feed your soil and plants with nitrogen, insectary plants that bring in beneficial insects..etc.. READ everything you can..while you have a few cold months left..and get started on that list.