Understanding how convolution of images work in cnn
We apply one filter to 32x32x3 image and output 32x32x1 image.And we stack all these twelve 32X32X1 images,which gives 32x32x12 volume.

check this image.In here we apply 5x5x3 kernal to 32x32x3 image with zero padding and stride 1.which gives you 28x28x1 output.if we use 12 filters like this,we get 28x28x12 volume.