You buy longer lumber (2x4, 2x6). I can go in big box and find 10' lengths, and sometimes 12'. Any decent lumber yard I use sells these up to 12' in high quantity.
This isn't part of your question but I have worked on new homes over the past 20 years. We have gone from mostly 2x4 exterior framing to 2x6. Honestly unless you are in hurricane land there isn't a huge difference save for the fact of insulation.
Some people say you must do 2x6. No you must not. You can insulate a house better from the outside rather than inside the framing (I am not suggesting no insulation inside framing - I am suggesting insulation in framing and exterior sheething in extreme climates).
But but... I have had engineers that proved break points in framing with 2x4s and it is around 9-10'. This is where you start seeing a degradation in foundation rigidity. Sorry I do not have research for this but I saw this on multiple reports where we had plans for 10-12' ceilings. So basically we were made to move to 2x6s.
I wanted to mention that because in fact I think for most moderate houses in moderate climates, 2x6 is overdoing it. But when you start talking about higher ceilings there becomes engineering needs.