Concerning the narrative mode in Conrad's "Heart of Darkness," the enotes Study Guide on the work says the following:
Point of View
Heart of Darkness is framed as a story within a story. The point of view belongs primarily to Charlie Marlow, who delivers the bulk of the narrative, but Marlow's point of view is in turn framed by that of an unnamed narrator who provides a first-person description of Marlow telling his story. The point of view can also be seen in a third consciousness in the book, that of Conrad himself, who tells the entire tale to the reader, deciding as author which details to put in and which to leave out. Beyond these three dominant points of view are the individual viewpoints of the book's major characters. Each has a different perspective on Kurtz. These perspectives are often conflicting and are always open to a variety of interpretations. Whose point of view is to be trusted? Which narrator and which character is reliable? Conrad leaves these questions to the reader to answer, accounting for the book's complexity and multilayered meanings.
The work is a frame story, then, in which the setting serves as the vehicle by which stories are told. Rather than a single narrator telling the story, the story is told by characters within the story. This leads to the "complexity and multilayered meanings," which, of course, lead to much discussion and analysis.
By the way, if you need a comparison, Chaucer also uses this technique in The Canterbury Tales.