This paper systematically presents the Swarm Intelligence (SI) methods for optimization of multiple and many objective problems. The fundamental difference of Multiple and Many Objective Optimization problems have been studied very rigorously. The three forefront swarm intelligence methods, i.e., Ant Colony Optimization (ACO), Particle Swarm Optimization (PSO), and Artificial Bee Colony Optimization (ABC) has been deeply studied to understand their ways of solving multiple and many objective problems distinctly. A pragmatic topical study on the behavior of real ants, bird flocks, and honey bees in solving EEG signal analysis completes the survey followed by discussion and extensive number of relevant references.