Sellers played three roles in it. President Muffley, captain Mandrake and Dr Strangelove. He was supposed to play major Kong as well, but (I think) he broke his ankle as he was supposed to shoot those scenes, and he supposedly couldn't get the Texas accent right.
Personally my favourite bit in the movie is Sellers' first conversation with the Russian PM. "Well now, what happened is... ah... one of our base commanders, he had a sort of... well, he went a little funny in the head... you know... just a little... funny. And, ah ... he went and did a silly thing...".