For any random variable, X, Var(aX) = a^2*Var(X), which is easy to demonstrate.
Suppose you have a series of IID's, and want to find the variance. So, in that case for example, Var(X+X+X+X+X) = Var(X) + Var(X) + Var(X) + Var(X) + Var(X) = 5Var(X) since there is no covariance involved. But isn't Var(X+X+X+X+X) = Var(5X) = 25Var(X)?
Follow-up, when doing the variance of a sum of dependent random variables would you add two times every possible pairwise covariance to the individual variances?