What do you mean by particle can be in two places at once?

No, the particle is only ever be detected in one place. The suggestion that a particle can be in two places at once is somewhat misleading. What it really refers to is the fact that sometimes (eg when they are detected) particles seem to behave as point-like objects, while at other times they seem to behave as waves. Waves by their nature are spread out, so it is not meaningful to speak of a wave having a position. If you drop a stone into a still pond you will cause a wave in the form of a series of concentric circular ripples- since the wave is spreading out in space it exists in multiples places at the same time.

So, while the particle is behaving in a wave-like way, its wave exists at multiple places simultaneously. Quite what that 'really' means is an unsettled question in physics. Physicists have developed different 'interpretations' of quantum theory that try to explain the effect in different ways, but there is no overall agreement as to which interpretation is right.

Adding to Marco's answer, the wave function determines the probability of finding the particle at various locations. There are many locations where it might be found at a given time. The wave function has a non zero value at all of those locations.

The wave function also determines where the particle is likely to be next. That is, you can calculate a future wave function from the current wave function. You need to use all of the current wave function to calculate to each point of the future wave function. You need to use all of the places the particle might be now to find where it might be next. In this sense, the particle acts like it is in many places at the same time.

This is different from a classical particle. If you have a probability distribution of where a classical particle might be and what its velocity might be, you would consider one possible position and velocity at time to calculate future positions.

When the position of the particle is measured, it is always found at exactly one of the places it might be.