Community structures in collaboration networks reflect the natural tendency of individuals to organize their work in groups in order to better achieve common goals. In most of the cases, individuals exploit their connections to introduce themselves to new areas of interests, giving rise to multifaceted collaborations which span different fields. In this paper, we analyse collaborations in science and among movie actors as multiplex networks, where the layers represent respectively research topics and movie genres, and we show that communities indeed coexist and overlap at the different layers of such systems. We then propose a model to grow multiplex networks based on two mechanisms of intra and inter-layer triadic closure which mimic the real processes by which collaborations evolve. We show that our model is able to explain the multiplex community structure observed empirically, and we infer the strength of the two underlying social mechanisms from real-world systems. Being also able to correctly reproduce the values of intra-layer and inter-layer assortativity correlations, the model contributes to a better understanding of the principles driving the evolution of social networks.