TWO TYPES
My experience from Hong Kong via Bangkok, Dubai to Munich on Emirates
Case 1)
Hong Kong to Dubai, you don't even have to leave the aircraft as it is under the same flight number, same aircraft and transit time only ONE hour (previously, optional, you can stay or leave the aircraft and pass the security check once you return to your flight)
Case 2)
Dubai to Munich, you have to leave the aircraft(as different flight number and aircraft) and pass the security check and proceed the boarding gate of the Munich flight