Gamestudio only runs a single level at once.

To have multiple levels, you would need to have multiple
instances of gamestudio running, that communicate via a multiplayer solution.
(In case of a zone-server)

But this is can not rendered on the same screen.

Better is to create a level that has the required
sections in different places, in cas you want to
create something like a TV-Screen or Splitscreen in the level.