According to the documentation (password required, see http://docportal.sdl.com/sdltridion for details) you should use the following in your DWT template:
<!-- TemplateBeginRepeat name="fieldname" -->
@@RenderComponentField("fieldname", TemplateRepeatIndex)@@
<!-- TemplateEndRepeat -->
But that isn't so useful for Component Links as it just renders the TCMURI in your template, so you probably want it to become a dynamic link and then you can use the following in your DWT Template:
<!-- TemplateBeginRepeat name="fieldname" -->
<tcdl:ComponentField name="fieldname" index="${TemplateRepeatIndex}">
<a href="#" tridion:href="@@Field@@" tridion:type="Component">@@Field@@</a>
</tcdl:ComponentField>
<!-- TemplateEndRepeat -->
If you require the title of the linked component in that link, you could use the Dreamweaver Get eXtension (DGX) for example.
This will now get you the value of all fields editable, and when you edit one of the fields, you get a green plus button in the upper left corner of the field properties, from where you can add a new value (you will see a delete and move button in the top of the field properties too). 
Please note that if your multi value field is initially empty, you will have to make sure there is a tcdl tag allowing XPM to understand it should show the field edit properties there, you could use something like this for that:
<!-- TemplateBeginIf cond="CollectionLength('Field.Values') == 0" -->
<tcdl:ComponentField name="${Field.Name}"></tcdl:ComponentField>
<!-- TemplateEndIf -->
See the documentation for more details around inline editing.
EDIT:
It seems I misinterpreted the question a bit, indeed as Frank mentions unfortunately XPM has currently no ability to add multi-value embeddable fieldsets. I was tempted to use the following construct, which allows me to edit all the fields, but the multi-value buttons are missing then (since that is not supported):
<!-- TemplateBeginRepeat name="fieldname" -->
<tcdl:ComponentField name="fieldname" index="${TemplateRepeatIndex}">
<!-- TemplateBeginRepeat name="Field.embeddableFieldname1" -->
@@RenderComponentField(FieldPath+".embeddableFieldname1", TemplateRepeatIndex)@@
-
@@RenderComponentField(FieldPath+".embeddableFieldname2", TemplateRepeatIndex)@@
<!-- TemplateEndRepeat -->
</tcdl:ComponentField>
<!-- TemplateEndRepeat -->